+144.6%
IEFA vs TRMB
+121.9%
+22.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -1.6% | -3.0% | +1.5% | -0.6% |
| 30D | -1.5% | +2.3% | -3.8% | -2.3% |
| 3M | +3.4% | +15.3% | -11.9% | -1.5% |
| 6M | +9.5% | -14.7% | +24.2% | +14.0% |
| YTD | +13.0% | -26.4% | +39.5% | +22.8% |
| 1Y | +18.0% | -30.4% | +48.4% | +30.0% |
| 3Y | +65.4% | +13.5% | +51.8% | +51.6% |
| 5Y | +51.6% | -38.6% | +90.1% | +65.6% |
| All | +144.6% | +121.9% | +22.7% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling