+56.7%
EWZ vs TRMB
-38.8%
+95.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -4.2% | -17.9% | +13.7% | -0.5% |
| 30D | -26.1% | -12.0% | -14.1% | -24.6% |
| 3M | -12.0% | -8.4% | -3.6% | -11.2% |
| 6M | -19.3% | -21.5% | +2.3% | -15.7% |
| YTD | +0.9% | -31.5% | +32.5% | +8.6% |
| 1Y | +3.4% | -33.4% | +36.8% | +11.8% |
| 3Y | +18.6% | +26.5% | -7.9% | +7.8% |
| All | +56.7% | -38.8% | +95.6% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling