+3,166.3%
TRMB vs ES
+1,428.8%
+1,737.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +2.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -5.1% | +6.7% | -11.8% | -7.0% |
| 3M | -2.6% | +0.3% | -2.9% | -2.9% |
| 6M | -2.7% | +7.4% | -10.1% | -5.0% |
| YTD | -27.9% | +8.4% | -36.3% | -30.1% |
| 1Y | -29.0% | +0.6% | -29.7% | -30.0% |
| 3Y | +35.0% | +50.6% | -15.7% | +16.9% |
| 5Y | -33.9% | +4.8% | -38.7% | -36.7% |
| 10Y | +106.1% | +93.1% | +13.0% | +61.8% |
| All | +3,166.3% | +1,428.8% | +1,737.5% | +1,724.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling