+116.7%
TRMB vs EFV
+169.9%
-53.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.2% |
| 30D | +2.3% | +0.6% | +1.7% | +1.6% |
| 3M | +15.3% | +7.5% | +7.8% | +6.6% |
| 6M | -14.7% | +13.0% | -27.7% | -25.7% |
| YTD | -26.4% | +18.3% | -44.7% | -39.3% |
| 1Y | -30.4% | +26.7% | -57.1% | -46.7% |
| 3Y | +13.5% | +89.6% | -76.0% | -44.5% |
| 5Y | -38.6% | +98.2% | -136.8% | -71.3% |
| All | +116.7% | +169.9% | -53.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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