+95.4%
TRMB vs VCLT
+21.5%
+73.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.8% | -2.3% | +5.1% | +4.4% |
| 30D | -5.9% | +0.8% | -6.6% | -6.4% |
| 3M | -3.3% | -2.7% | -0.6% | -1.7% |
| 6M | +1.3% | -4.3% | +5.6% | +4.2% |
| YTD | -29.0% | -4.3% | -24.7% | -26.9% |
| 1Y | -27.8% | -4.4% | -23.4% | -25.6% |
| 3Y | +36.3% | +13.8% | +22.5% | +25.1% |
| 5Y | -35.8% | -17.0% | -18.9% | -29.3% |
| All | +95.4% | +21.5% | +73.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling