+43.6%
EWZ vs TRMB
+105.7%
-62.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -1.5% | -16.7% | +15.2% | +4.0% |
| 30D | -24.5% | -9.9% | -14.6% | -22.6% |
| 3M | -10.7% | -7.6% | -3.1% | -9.5% |
| 6M | -19.1% | -14.7% | -4.4% | -16.0% |
| YTD | +1.6% | -30.9% | +32.6% | +13.1% |
| 1Y | +4.3% | -31.3% | +35.6% | +16.0% |
| 3Y | +19.0% | +29.4% | -10.5% | +0.4% |
| 5Y | +57.7% | -37.4% | +95.0% | +72.7% |
| All | +43.6% | +105.7% | -62.2% | -9.7% |
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