+50.4%
EWZ vs TRMB
+13.0%
+37.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.2% |
| 7D | +5.6% | -0.3% | +5.8% | +5.6% |
| 30D | +9.3% | -1.2% | +10.5% | +9.4% |
| 3M | +15.7% | +9.6% | +6.1% | +13.0% |
| 6M | +7.4% | -16.1% | +23.6% | +11.3% |
| YTD | +22.7% | -25.0% | +47.7% | +30.1% |
| 1Y | +36.4% | -27.7% | +64.1% | +45.4% |
| 3Y | +50.4% | +15.3% | +35.1% | +44.5% |
| All | +50.4% | +13.0% | +37.4% | +44.5% |
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