+11.9%
TRMB vs ITOT
+74.3%
-62.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.1% |
| 7D | -5.4% | -2.0% | -3.4% | -2.9% |
| 30D | -2.0% | -2.0% | 0.0% | +0.6% |
| 3M | +12.3% | +4.5% | +7.8% | +5.7% |
| 6M | -17.6% | +12.6% | -30.3% | -29.9% |
| YTD | -27.5% | +12.0% | -39.4% | -37.7% |
| 1Y | -29.1% | +17.3% | -46.3% | -42.6% |
| All | +11.9% | +74.3% | -62.4% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling