+65.5%
EWZ vs TRMB
+102.8%
-37.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +1.3% | -16.6% | +17.9% | +6.9% |
| 30D | -26.2% | -8.9% | -17.3% | -24.6% |
| 3M | -8.6% | -6.3% | -2.3% | -7.8% |
| 6M | -17.0% | -10.0% | -7.1% | -15.6% |
| YTD | +2.2% | -30.1% | +32.3% | +13.3% |
| 1Y | +2.7% | -31.3% | +34.0% | +14.2% |
| 3Y | +18.2% | +30.8% | -12.6% | -0.6% |
| 5Y | +56.0% | -35.9% | +91.9% | +69.5% |
| All | +65.5% | +102.8% | -37.3% | +3.3% |
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