-37.9%
TRMB vs VT
+53.2%
-91.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +4.4% |
| 7D | -17.9% | -4.2% | -13.7% | -13.7% |
| 30D | -12.0% | -5.8% | -6.2% | -5.3% |
| 3M | -8.4% | -5.2% | -3.2% | -2.3% |
| 6M | -21.5% | +0.1% | -21.7% | -23.3% |
| YTD | -31.5% | +8.2% | -39.8% | -40.5% |
| 1Y | -33.4% | +10.1% | -43.5% | -43.5% |
| 3Y | +26.5% | +69.7% | -43.2% | -43.1% |
| 5Y | -37.9% | +53.4% | -91.3% | -66.2% |
| All | -37.9% | +53.2% | -91.1% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling