+55.4%
IOT vs TRMB
-31.8%
+87.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.4% |
| 7D | -4.5% | -3.0% | -1.5% | -1.9% |
| 30D | -2.4% | +2.3% | -4.8% | -4.4% |
| 3M | +19.0% | +15.3% | +3.7% | +5.2% |
| 6M | +19.6% | -14.7% | +34.3% | +37.5% |
| YTD | +8.3% | -26.4% | +34.7% | +41.0% |
| 1Y | -0.8% | -30.4% | +29.6% | +35.6% |
| 3Y | +24.4% | +13.5% | +10.9% | +4.8% |
| All | +55.4% | -31.8% | +87.1% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling