-39.8%
TRMB vs ES
+4.5%
-44.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.7% |
| 7D | -17.9% | +5.9% | -23.8% | -19.4% |
| 30D | -12.0% | +10.2% | -22.2% | -14.8% |
| 3M | -8.4% | +0.4% | -8.8% | -8.7% |
| 6M | -21.5% | +6.9% | -28.4% | -23.4% |
| YTD | -31.5% | +10.5% | -42.1% | -34.3% |
| 1Y | -33.4% | +3.2% | -36.6% | -34.9% |
| 3Y | +26.5% | +49.0% | -22.6% | +2.8% |
| All | -39.8% | +4.5% | -44.3% | -41.4% |
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