-37.2%
TRMB vs VSXY
+22.6%
-59.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +0.9% |
| 7D | -3.0% | +0.1% | -3.2% | -3.1% |
| 30D | +2.3% | -18.7% | +21.0% | +5.8% |
| 3M | +15.3% | -4.0% | +19.3% | +15.4% |
| 6M | -14.7% | +67.5% | -82.2% | -25.2% |
| YTD | -26.4% | +39.7% | -66.1% | -33.7% |
| 1Y | -30.4% | +180.0% | -210.4% | -46.5% |
| 3Y | +13.5% | +337.3% | -323.8% | -29.4% |
| All | -37.2% | +22.6% | -59.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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