+3,029.3%
TRMB vs ES
+1,413.7%
+1,615.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.7% |
| 7D | -16.7% | +1.9% | -18.6% | -17.2% |
| 30D | -9.9% | +7.1% | -17.0% | -11.8% |
| 3M | -7.6% | -1.9% | -5.6% | -7.3% |
| 6M | -14.7% | +4.4% | -19.0% | -16.0% |
| YTD | -30.9% | +7.3% | -38.3% | -32.8% |
| 1Y | -31.3% | +2.1% | -33.5% | -32.6% |
| 3Y | +29.4% | +41.8% | -12.4% | +14.1% |
| 5Y | -37.4% | +1.4% | -38.8% | -39.5% |
| 10Y | +109.2% | +86.8% | +22.4% | +65.6% |
| All | +3,029.3% | +1,413.7% | +1,615.6% | +1,653.1% |
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