+120.8%
TRMB vs VO
+193.0%
-72.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.1% |
| 30D | -1.8% | -1.9% | +0.1% | +0.6% |
| 3M | +8.4% | +3.3% | +5.1% | +4.1% |
| 6M | -18.5% | +9.7% | -28.2% | -27.5% |
| YTD | -26.7% | +12.6% | -39.3% | -36.9% |
| 1Y | -28.3% | +13.6% | -42.0% | -38.8% |
| 3Y | +12.6% | +56.8% | -44.2% | -34.4% |
| 5Y | -38.7% | +42.3% | -81.0% | -58.8% |
| 10Y | +120.8% | +199.2% | -78.4% | -39.1% |
| All | +120.8% | +193.0% | -72.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling