+594.1%
EWT vs TRMB
+667.4%
-73.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +4.0% | -2.5% | +6.5% | +4.6% |
| 30D | +10.3% | +1.5% | +8.8% | +9.7% |
| 3M | +6.1% | +6.8% | -0.7% | +3.7% |
| 6M | +56.6% | -14.9% | +71.6% | +62.1% |
| YTD | +76.6% | -24.1% | +100.7% | +87.7% |
| 1Y | +97.9% | -25.4% | +123.3% | +111.0% |
| 3Y | +198.0% | +8.0% | +190.0% | +184.1% |
| 5Y | +151.8% | -37.3% | +189.1% | +170.8% |
| 10Y | +514.1% | +116.8% | +397.3% | +363.8% |
| All | +594.1% | +667.4% | -73.3% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling