+28.1%
IYR vs TRMB
+10.8%
+17.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | -2.8% | -5.4% | +2.6% | -1.7% |
| 30D | -2.5% | -2.0% | -0.6% | -2.2% |
| 3M | -3.0% | +12.3% | -15.3% | -5.5% |
| 6M | +1.6% | -17.6% | +19.2% | +5.4% |
| YTD | +7.3% | -27.5% | +34.8% | +14.3% |
| 1Y | +5.6% | -29.1% | +34.7% | +12.9% |
| All | +28.1% | +10.8% | +17.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling