-28.7%
TRMB vs VSXY
+42.7%
-71.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.8% |
| 7D | -0.3% | -6.8% | +6.5% | +0.6% |
| 30D | -1.2% | -20.4% | +19.1% | +2.3% |
| 3M | +9.6% | +2.9% | +6.7% | +8.4% |
| 6M | -16.1% | +67.9% | -84.0% | -25.9% |
| YTD | -25.0% | +44.9% | -69.8% | -32.4% |
| 1Y | -27.7% | +205.9% | -233.6% | -44.3% |
| 3Y | +15.3% | +373.9% | -358.6% | -26.2% |
| 5Y | -37.4% | +23.5% | -60.9% | -50.3% |
| All | -28.7% | +42.7% | -71.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling