-37.4%
TRMB vs VIG
+63.6%
-101.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | +0.1% |
| 7D | -0.3% | -0.4% | +0.1% | +0.4% |
| 30D | -1.2% | -2.1% | +0.9% | +2.2% |
| 3M | +9.6% | +3.3% | +6.3% | +4.1% |
| 6M | -16.1% | +9.3% | -25.4% | -27.2% |
| YTD | -25.0% | +10.1% | -35.1% | -35.7% |
| 1Y | -27.7% | +14.7% | -42.4% | -41.8% |
| 3Y | +15.3% | +56.9% | -41.6% | -42.9% |
| 5Y | -37.4% | +62.9% | -100.3% | -70.4% |
| All | -37.4% | +63.6% | -101.0% | -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