-29.1%
TRMB vs IRE
-97.5%
+68.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.1% | -9.0% | +3.0% |
| 7D | +4.1% | -15.1% | +19.2% | +4.1% |
| 30D | -5.1% | -71.4% | +66.3% | -4.1% |
| 3M | -2.6% | -81.2% | +78.6% | -1.4% |
| 6M | -2.7% | -93.7% | +91.1% | -0.2% |
| YTD | -27.9% | -92.2% | +64.3% | -29.4% |
| 1Y | -29.0% | -97.3% | +68.2% | -27.2% |
| All | -29.1% | -97.5% | +68.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling