+8.1%
EWZ vs TRMB
-31.2%
+39.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.3% | +19.0% | +2.9% |
| 7D | -4.1% | -15.7% | +11.6% | -3.1% |
| 30D | -25.0% | -7.8% | -17.2% | -25.1% |
| 3M | -10.6% | -9.3% | -1.3% | -10.7% |
| 6M | -16.6% | -20.8% | +4.2% | -14.5% |
| YTD | +2.5% | -30.8% | +33.2% | +5.6% |
| 1Y | +8.1% | -31.0% | +39.1% | +10.4% |
| All | +8.1% | -31.2% | +39.3% | +10.4% |
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