-36.3%
TRMB vs ES
+6.6%
-42.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | +2.8% | +2.7% | +0.1% | +2.0% |
| 30D | -5.9% | +7.6% | -13.4% | -8.2% |
| 3M | -3.3% | +0.5% | -3.8% | -3.7% |
| 6M | +1.3% | +7.6% | -6.3% | -1.3% |
| YTD | -29.0% | +10.2% | -39.2% | -31.8% |
| 1Y | -27.8% | +1.8% | -29.6% | -29.1% |
| 3Y | +36.3% | +55.4% | -19.1% | +8.2% |
| All | -36.3% | +6.6% | -42.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling