+432.5%
EWZ vs TRMB
+495.3%
-62.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +6.5% | -2.5% | +9.0% | +7.3% |
| 30D | +4.8% | +1.5% | +3.3% | +4.2% |
| 3M | +9.9% | +6.8% | +3.1% | +7.1% |
| 6M | +1.9% | -14.9% | +16.9% | +6.1% |
| YTD | +20.3% | -24.1% | +44.4% | +29.1% |
| 1Y | +35.6% | -25.4% | +61.0% | +45.8% |
| 3Y | +43.4% | +8.0% | +35.4% | +34.6% |
| 5Y | +55.9% | -37.3% | +93.3% | +67.6% |
| 10Y | +84.2% | +116.8% | -32.7% | +33.0% |
| All | +432.5% | +495.3% | -62.8% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling