-37.2%
TRMB vs ITOT
+74.3%
-111.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.3% |
| 7D | -3.0% | -0.9% | -2.1% | -1.8% |
| 30D | +2.3% | -1.5% | +3.8% | +4.4% |
| 3M | +15.3% | +3.6% | +11.8% | +9.6% |
| 6M | -14.7% | +13.7% | -28.4% | -29.0% |
| YTD | -26.4% | +12.9% | -39.3% | -38.1% |
| 1Y | -30.4% | +17.2% | -47.6% | -44.2% |
| 3Y | +13.5% | +75.6% | -62.1% | -47.8% |
| All | -37.2% | +74.3% | -111.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling