-31.0%
TRMB vs IRE
-97.6%
+66.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -23.2% | +5.9% | -17.0% |
| 7D | -15.7% | -46.8% | +31.1% | -15.2% |
| 30D | -7.8% | -75.5% | +67.8% | -6.8% |
| 3M | -9.3% | -79.4% | +70.1% | -8.3% |
| 6M | -20.8% | -91.3% | +70.5% | -19.5% |
| YTD | -30.8% | -90.8% | +60.1% | -32.4% |
| 1Y | -31.0% | -97.7% | +66.7% | -28.3% |
| All | -31.0% | -97.6% | +66.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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