+1,244.2%
EWY vs TRMB
+898.7%
+345.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +14.3% | -1.2% | +15.6% | +14.5% |
| 3M | +2.3% | +9.6% | -7.3% | -1.6% |
| 6M | +49.9% | -16.1% | +66.0% | +56.8% |
| YTD | +95.3% | -25.0% | +120.3% | +110.6% |
| 1Y | +161.7% | -27.7% | +189.4% | +184.9% |
| 3Y | +230.2% | +15.3% | +214.9% | +203.3% |
| 5Y | +148.1% | -37.4% | +185.5% | +170.3% |
| 10Y | +293.2% | +117.5% | +175.7% | +178.7% |
| All | +1,244.2% | +898.7% | +345.4% | +352.9% |
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