-25.3%
TRMB vs IRE
-84.4%
+59.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.2% |
| 7D | -2.5% | +54.8% | -57.3% | -2.9% |
| 30D | +1.5% | +18.4% | -16.9% | +1.3% |
| 3M | +6.8% | -66.7% | +73.5% | +8.7% |
| 6M | -14.9% | -52.3% | +37.4% | -15.6% |
| YTD | -24.1% | -52.3% | +28.2% | -26.8% |
| All | -25.3% | -84.4% | +59.1% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling