+777.1%
TRMB vs ITOT
+891.2%
-114.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | -0.3% | +0.7% | -0.9% | -1.1% |
| 30D | -1.2% | -1.1% | -0.1% | +0.2% |
| 3M | +9.6% | +3.9% | +5.7% | +4.3% |
| 6M | -16.1% | +14.7% | -30.9% | -29.6% |
| YTD | -25.0% | +13.3% | -38.3% | -36.0% |
| 1Y | -27.7% | +19.1% | -46.8% | -41.8% |
| 3Y | +15.3% | +77.3% | -62.0% | -42.6% |
| 5Y | -37.4% | +74.1% | -111.5% | -67.2% |
| 10Y | +117.5% | +293.1% | -175.7% | -56.3% |
| All | +777.1% | +891.2% | -114.1% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling