+398.4%
TRMB vs VIG
+623.5%
-225.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.4% |
| 7D | -2.5% | -0.4% | -2.1% | -1.9% |
| 30D | +1.5% | -1.0% | +2.5% | +2.8% |
| 3M | +6.8% | +2.8% | +4.0% | +3.1% |
| 6M | -14.9% | +8.2% | -23.1% | -23.2% |
| YTD | -24.1% | +11.0% | -35.1% | -33.7% |
| 1Y | -25.4% | +16.1% | -41.5% | -38.5% |
| 3Y | +8.0% | +56.2% | -48.1% | -38.4% |
| 5Y | -37.3% | +63.0% | -100.3% | -65.1% |
| 10Y | +116.8% | +241.4% | -124.6% | -52.3% |
| All | +398.4% | +623.5% | -225.1% | -58.2% |
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