+84.1%
EWZ vs TRMB
+114.9%
-30.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.4% |
| 7D | +5.6% | -0.3% | +5.8% | +5.7% |
| 30D | +9.3% | -1.2% | +10.5% | +9.5% |
| 3M | +15.7% | +9.6% | +6.1% | +11.0% |
| 6M | +7.4% | -16.1% | +23.6% | +13.5% |
| YTD | +22.7% | -25.0% | +47.7% | +34.4% |
| 1Y | +36.4% | -27.7% | +64.1% | +50.9% |
| 3Y | +50.4% | +15.3% | +35.1% | +33.8% |
| 5Y | +67.6% | -37.4% | +105.0% | +87.7% |
| 10Y | +84.1% | +117.5% | -33.4% | +1.1% |
| All | +84.1% | +114.9% | -30.9% | +1.1% |
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 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