+55.2%
EWT vs TRMB
-31.2%
+86.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.3% | +16.1% | +0.8% |
| 7D | -10.9% | -15.7% | +4.8% | -9.3% |
| 30D | -17.7% | -7.8% | -10.0% | -17.3% |
| 3M | -5.0% | -9.3% | +4.3% | -4.3% |
| 6M | +7.4% | -20.8% | +28.2% | +14.5% |
| YTD | +52.8% | -30.8% | +83.6% | +67.9% |
| 1Y | +55.2% | -31.0% | +86.2% | +70.5% |
| All | +55.2% | -31.2% | +86.4% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling