-37.2%
TRMB vs VYM
+77.5%
-114.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -1.8% |
| 30D | +2.3% | -2.2% | +4.6% | +6.0% |
| 3M | +15.3% | +3.1% | +12.3% | +10.2% |
| 6M | -14.7% | +9.7% | -24.4% | -26.0% |
| YTD | -26.4% | +14.9% | -41.3% | -40.7% |
| 1Y | -30.4% | +17.6% | -48.0% | -45.8% |
| 3Y | +13.5% | +65.3% | -51.8% | -46.6% |
| All | -37.2% | +77.5% | -114.7% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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