+22.6%
IEFA vs TRMB
-24.7%
+47.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | +1.0% | +1.5% | -0.5% | +0.8% |
| 3M | +4.7% | +6.8% | -2.1% | +3.7% |
| 6M | +8.6% | -14.9% | +23.5% | +11.6% |
| YTD | +14.8% | -24.1% | +38.9% | +20.7% |
| 1Y | +22.6% | -25.4% | +48.0% | +28.9% |
| All | +22.6% | -24.7% | +47.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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