+513.6%
EWT vs TRMB
+121.9%
+391.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | -1.1% | -3.0% | +1.9% | -0.2% |
| 30D | +4.5% | +2.3% | +2.1% | +3.6% |
| 3M | +8.3% | +15.3% | -7.1% | +2.7% |
| 6M | +54.2% | -14.7% | +68.9% | +60.8% |
| YTD | +74.6% | -26.4% | +101.0% | +90.1% |
| 1Y | +84.9% | -30.4% | +115.3% | +104.7% |
| 3Y | +197.5% | +13.5% | +184.0% | +175.9% |
| 5Y | +150.6% | -38.6% | +189.2% | +175.0% |
| All | +513.6% | +121.9% | +391.8% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling