+120.8%
TRMB vs VIG
+241.3%
-120.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.6% |
| 7D | -2.9% | -1.2% | -1.7% | -1.3% |
| 30D | -1.8% | -2.8% | +1.0% | +2.1% |
| 3M | +8.4% | +2.5% | +5.9% | +5.0% |
| 6M | -18.5% | +8.1% | -26.6% | -26.5% |
| YTD | -26.7% | +9.6% | -36.3% | -35.1% |
| 1Y | -28.3% | +14.2% | -42.5% | -39.7% |
| 3Y | +12.6% | +56.1% | -43.5% | -36.1% |
| 5Y | -38.7% | +62.8% | -101.6% | -66.1% |
| 10Y | +120.8% | +248.2% | -127.4% | -53.4% |
| All | +120.8% | +241.3% | -120.6% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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