+4.3%
EWZ vs TRMB
-33.2%
+37.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.5% | -16.7% | +15.2% | -0.5% |
| 30D | -24.5% | -9.9% | -14.6% | -24.5% |
| 3M | -10.7% | -7.6% | -3.1% | -11.0% |
| 6M | -19.1% | -14.7% | -4.4% | -18.0% |
| YTD | +1.6% | -30.9% | +32.6% | +3.9% |
| 1Y | +4.3% | -31.3% | +35.6% | +6.3% |
| All | +4.3% | -33.2% | +37.5% | +6.3% |
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 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