+212.3%
IEFA vs TRMB
+146.1%
+66.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.4% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | -1.1% | -1.8% | +0.7% | -0.7% |
| 3M | +5.1% | +8.4% | -3.3% | +2.3% |
| 6M | +9.3% | -18.5% | +27.8% | +14.8% |
| YTD | +13.0% | -26.7% | +39.7% | +21.7% |
| 1Y | +19.2% | -28.3% | +47.5% | +28.8% |
| 3Y | +67.0% | +12.6% | +54.4% | +55.6% |
| 5Y | +51.1% | -38.7% | +89.8% | +62.9% |
| 10Y | +146.5% | +120.8% | +25.7% | +87.5% |
| All | +212.3% | +146.1% | +66.2% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling