+221.7%
TRMB vs VTEB
+26.0%
+195.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.4% |
| 30D | -1.8% | -2.1% | +0.3% | -0.2% |
| 3M | +8.4% | -2.7% | +11.1% | +10.7% |
| 6M | -18.5% | -2.1% | -16.4% | -17.1% |
| YTD | -26.7% | -1.1% | -25.6% | -26.0% |
| 1Y | -28.3% | +1.3% | -29.6% | -28.8% |
| 3Y | +12.6% | +9.0% | +3.6% | +5.7% |
| 5Y | -38.7% | +1.5% | -40.2% | -40.0% |
| 10Y | +120.8% | +18.5% | +102.3% | +165.7% |
| All | +221.7% | +26.0% | +195.8% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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