-36.3%
TRMB vs EFV
+93.2%
-129.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.7% |
| 7D | +2.8% | +2.5% | +0.3% | +0.4% |
| 30D | -5.9% | +2.9% | -8.8% | -9.2% |
| 3M | -3.3% | -1.4% | -1.9% | -2.7% |
| 6M | +1.3% | +5.5% | -4.2% | -5.0% |
| YTD | -29.0% | +16.1% | -45.1% | -40.6% |
| 1Y | -27.8% | +20.3% | -48.0% | -41.9% |
| 3Y | +36.3% | +90.4% | -54.1% | -35.1% |
| All | -36.3% | +93.2% | -129.5% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling