-53.2%
TE vs TRMB
+39.9%
-93.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +2.0% |
| 7D | -4.0% | -2.5% | -1.4% | -2.4% |
| 30D | -15.9% | +1.5% | -17.4% | -16.5% |
| 3M | -60.5% | +6.8% | -67.3% | -62.7% |
| 6M | -35.2% | -14.9% | -20.3% | -30.0% |
| YTD | -31.1% | -24.1% | -7.0% | -20.6% |
| 1Y | +148.6% | -25.4% | +174.0% | +190.2% |
| 3Y | -26.4% | +8.0% | -34.4% | -27.0% |
| 5Y | -48.0% | -37.3% | -10.7% | -42.5% |
| All | -53.2% | +39.9% | -93.1% | -50.5% |
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 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