-31.0%
TRMB vs ES
-1.6%
-29.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.1% | -19.4% | -17.3% |
| 7D | -15.7% | +5.3% | -21.0% | -15.8% |
| 30D | -7.8% | +8.9% | -16.7% | -8.0% |
| 3M | -9.3% | -1.9% | -7.4% | -9.3% |
| 6M | -20.8% | +3.9% | -24.7% | -20.4% |
| YTD | -30.8% | +8.3% | -39.0% | -30.6% |
| 1Y | -31.0% | -0.1% | -30.8% | -30.5% |
| All | -31.0% | -1.6% | -29.4% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling