-31.0%
TRMB vs ITOT
+14.7%
-45.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.9% | -18.7% |
| 7D | -15.7% | -0.7% | -15.0% | -15.2% |
| 30D | -7.8% | -1.1% | -6.7% | -6.7% |
| 3M | -9.3% | -0.8% | -8.5% | -8.5% |
| 6M | -20.8% | +7.0% | -27.8% | -27.6% |
| YTD | -30.8% | +13.3% | -44.1% | -41.7% |
| 1Y | -31.0% | +14.8% | -45.8% | -43.1% |
| All | -31.0% | +14.7% | -45.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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