-38.9%
TRMB vs VEU
+55.0%
-93.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -1.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.2% |
| 30D | -1.8% | +0.7% | -2.4% | -2.6% |
| 3M | +8.4% | +4.7% | +3.7% | +2.0% |
| 6M | -18.5% | +11.6% | -30.2% | -29.7% |
| YTD | -26.7% | +16.8% | -43.5% | -40.8% |
| 1Y | -28.3% | +24.9% | -53.2% | -46.7% |
| 3Y | +12.6% | +75.7% | -63.1% | -46.9% |
| All | -38.9% | +55.0% | -93.9% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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