+539.5%
TRMB vs EFV
+258.8%
+280.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.5% | +1.5% | -4.0% | -3.8% |
| 30D | +1.5% | +1.7% | -0.2% | -0.1% |
| 3M | +6.8% | +8.6% | -1.9% | -1.3% |
| 6M | -14.9% | +11.7% | -26.6% | -23.6% |
| YTD | -24.1% | +19.3% | -43.4% | -36.1% |
| 1Y | -25.4% | +30.2% | -55.6% | -42.1% |
| 3Y | +8.0% | +91.6% | -83.6% | -41.4% |
| 5Y | -37.3% | +96.4% | -133.7% | -66.4% |
| 10Y | +116.8% | +166.5% | -49.7% | -9.5% |
| All | +539.5% | +258.8% | +280.6% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling