-4.2%
IP vs TRMB
-31.1%
+26.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | 0.0% | -16.6% | +16.6% | +4.4% |
| 30D | +9.4% | -8.9% | +18.3% | +10.5% |
| 3M | -14.1% | -6.3% | -7.7% | -14.1% |
| 6M | +9.2% | -10.0% | +19.1% | +8.6% |
| YTD | -7.5% | -30.1% | +22.6% | -1.5% |
| All | -4.2% | -31.1% | +26.9% | +2.3% |
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