-35.6%
TRMB vs VIG
+65.2%
-100.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +4.1% | +3.1% | +1.0% | -0.8% |
| 30D | -7.0% | +5.0% | -12.0% | -14.8% |
| 3M | -0.9% | +2.7% | -3.6% | -5.9% |
| 6M | -1.2% | +11.0% | -12.2% | -17.1% |
| YTD | -28.7% | +16.0% | -44.7% | -44.3% |
| 1Y | -32.1% | +16.3% | -48.3% | -47.1% |
| 3Y | +33.4% | +66.8% | -33.4% | -40.8% |
| 5Y | -35.6% | +64.8% | -100.4% | -70.4% |
| All | -35.6% | +65.2% | -100.8% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling