+142.7%
EWY vs TRMB
-39.6%
+182.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | +1.2% | -5.4% | +6.7% | +3.0% |
| 30D | +9.3% | -2.0% | +11.3% | +9.7% |
| 3M | +2.4% | +12.3% | -9.9% | -2.6% |
| 6M | +40.3% | -17.6% | +57.9% | +48.7% |
| YTD | +88.0% | -27.5% | +115.5% | +107.2% |
| 1Y | +143.8% | -29.1% | +172.9% | +170.3% |
| 3Y | +217.8% | +11.5% | +206.3% | +191.1% |
| 5Y | +142.7% | -39.5% | +182.2% | +168.1% |
| All | +142.7% | -39.6% | +182.3% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling