+106.1%
TRMB vs VT
+224.4%
-118.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +1.7% |
| 7D | +4.1% | -0.7% | +4.8% | +4.8% |
| 30D | -5.1% | -1.7% | -3.3% | -3.6% |
| 3M | -2.6% | -2.3% | -0.3% | -0.4% |
| 6M | -2.7% | +1.5% | -4.2% | -6.0% |
| YTD | -27.9% | +12.0% | -40.0% | -39.3% |
| 1Y | -29.0% | +12.9% | -41.9% | -40.7% |
| 3Y | +35.0% | +74.9% | -40.0% | -36.6% |
| 5Y | -33.9% | +59.9% | -93.8% | -64.2% |
| 10Y | +106.1% | +224.6% | -118.5% | -55.3% |
| All | +106.1% | +224.4% | -118.2% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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