-53.1%
TE vs TRMB
+35.7%
-88.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | -0.2% |
| 7D | +0.2% | -3.0% | +3.3% | +2.1% |
| 30D | -5.9% | +2.3% | -8.2% | -7.3% |
| 3M | -45.6% | +15.3% | -60.9% | -51.4% |
| 6M | -43.4% | -14.7% | -28.7% | -38.9% |
| YTD | -31.0% | -26.4% | -4.6% | -18.9% |
| 1Y | +145.2% | -30.4% | +175.6% | +198.8% |
| 3Y | -24.1% | +13.5% | -37.6% | -25.6% |
| 5Y | -48.1% | -38.6% | -9.6% | -41.6% |
| All | -53.1% | +35.7% | -88.7% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling