+19.5%
EWZ vs TRMB
+36.0%
-16.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.3% |
| 7D | +0.6% | +4.1% | -3.5% | -0.2% |
| 30D | -25.5% | -5.1% | -20.4% | -25.4% |
| 3M | -4.5% | -2.6% | -1.9% | -5.0% |
| 6M | -15.3% | -2.7% | -12.6% | -15.8% |
| YTD | +3.1% | -27.9% | +31.0% | +9.8% |
| 1Y | +1.2% | -29.0% | +30.2% | +8.0% |
| All | +19.5% | +36.0% | -16.5% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling