+349.5%
TRMB vs VEU
+192.1%
+157.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.6% |
| 7D | -2.5% | +1.1% | -3.7% | -3.6% |
| 30D | +1.5% | +2.2% | -0.7% | -0.7% |
| 3M | +6.8% | +3.0% | +3.8% | +2.8% |
| 6M | -14.9% | +10.9% | -25.8% | -24.4% |
| YTD | -24.1% | +18.2% | -42.3% | -37.0% |
| 1Y | -25.4% | +28.3% | -53.7% | -42.8% |
| 3Y | +8.0% | +74.6% | -66.6% | -39.1% |
| 5Y | -37.3% | +56.4% | -93.7% | -59.7% |
| 10Y | +116.8% | +153.0% | -36.2% | -8.5% |
| All | +349.5% | +192.1% | +157.4% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling