+367.9%
TRMB vs VIG
+655.7%
-287.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +4.1% | +3.1% | +1.0% | 0.0% |
| 30D | -7.0% | +5.0% | -12.0% | -13.5% |
| 3M | -0.9% | +2.7% | -3.6% | -5.0% |
| 6M | -1.2% | +11.0% | -12.2% | -14.4% |
| YTD | -28.7% | +16.0% | -44.7% | -41.7% |
| 1Y | -32.1% | +16.3% | -48.3% | -44.5% |
| 3Y | +33.4% | +66.8% | -33.4% | -30.8% |
| 5Y | -35.6% | +64.8% | -100.4% | -65.0% |
| 10Y | +103.8% | +263.6% | -159.8% | -59.1% |
| All | +367.9% | +655.7% | -287.8% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling