+372.9%
TRMB vs VYM
+487.3%
-114.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -2.9% | -1.0% | -1.9% | -1.7% |
| 30D | -1.8% | -2.0% | +0.2% | +0.7% |
| 3M | +8.4% | +3.1% | +5.3% | +4.6% |
| 6M | -18.5% | +8.9% | -27.4% | -26.4% |
| YTD | -26.7% | +14.7% | -41.5% | -38.0% |
| 1Y | -28.3% | +19.4% | -47.7% | -42.0% |
| 3Y | +12.6% | +65.4% | -52.8% | -37.2% |
| 5Y | -38.7% | +77.6% | -116.3% | -67.8% |
| 10Y | +120.8% | +207.8% | -87.0% | -38.5% |
| All | +372.9% | +487.3% | -114.3% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling