+303.5%
EWY vs TRMB
+121.9%
+181.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.8% |
| 7D | -0.1% | -3.0% | +3.0% | +1.0% |
| 30D | +7.3% | +2.3% | +5.0% | +6.2% |
| 3M | -5.1% | +15.3% | -20.5% | -10.8% |
| 6M | +42.1% | -14.7% | +56.8% | +48.8% |
| YTD | +94.1% | -26.4% | +120.5% | +113.2% |
| 1Y | +147.8% | -30.4% | +178.2% | +177.1% |
| 3Y | +222.9% | +13.5% | +209.4% | +193.2% |
| 5Y | +150.6% | -38.6% | +189.2% | +178.8% |
| All | +303.5% | +121.9% | +181.6% | +182.0% |
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