+164.3%
EWY vs TRMB
-24.7%
+189.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.7% | +4.7% |
| 7D | +4.8% | -2.5% | +7.3% | +5.1% |
| 30D | +11.7% | +1.5% | +10.1% | +11.5% |
| 3M | -7.4% | +6.8% | -14.2% | -7.4% |
| 6M | +40.6% | -14.9% | +55.5% | +49.7% |
| YTD | +94.3% | -24.1% | +118.4% | +114.6% |
| 1Y | +164.3% | -25.4% | +189.7% | +193.2% |
| All | +164.3% | -24.7% | +189.0% | +193.2% |
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