-0.8%
IP vs TRMB
-33.2%
+32.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -5.1% | -16.7% | +11.6% | -1.0% |
| 30D | +8.5% | -9.9% | +18.4% | +10.0% |
| 3M | -13.8% | -7.6% | -6.3% | -13.6% |
| 6M | +5.7% | -14.7% | +20.4% | +6.6% |
| YTD | -9.1% | -30.9% | +21.8% | -2.8% |
| 1Y | -0.8% | -31.3% | +30.5% | +6.4% |
| All | -0.8% | -33.2% | +32.4% | +6.4% |
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