-27.8%
TRMB vs ES
+2.1%
-29.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.3% |
| 7D | +2.8% | +2.7% | +0.1% | +2.9% |
| 30D | -5.9% | +7.6% | -13.4% | -6.0% |
| 3M | -3.3% | +0.5% | -3.8% | -3.2% |
| 6M | +1.3% | +7.6% | -6.3% | +2.0% |
| YTD | -29.0% | +10.2% | -39.2% | -28.8% |
| 1Y | -27.8% | +1.8% | -29.6% | -27.5% |
| All | -27.8% | +2.1% | -29.9% | -27.5% |
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