+2.6%
TRMB vs VLTO
+54.1%
-51.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -17.9% | +12.0% | -29.9% | -23.0% |
| 30D | -12.0% | +20.8% | -32.8% | -20.9% |
| 3M | -8.4% | +20.1% | -28.6% | -17.5% |
| 6M | -21.5% | +32.6% | -54.2% | -33.0% |
| YTD | -31.5% | +17.3% | -48.9% | -37.7% |
| 1Y | -33.4% | +17.3% | -50.7% | -39.5% |
| 3Y | +26.5% | +66.9% | -40.4% | -2.3% |
| All | +2.6% | +54.1% | -51.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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