-25.5%
VFC vs TRMB
+13.0%
-38.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.0% |
| 30D | -11.9% | -1.2% | -10.7% | -11.4% |
| 3M | -20.2% | +9.6% | -29.8% | -26.3% |
| 6M | -23.0% | -16.1% | -6.9% | -12.3% |
| YTD | -26.2% | -25.0% | -1.2% | -8.2% |
| 1Y | -13.3% | -27.7% | +14.4% | +11.2% |
| 3Y | -25.5% | +15.3% | -40.8% | -39.5% |
| All | -25.5% | +13.0% | -38.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 3y: compounded portfolio wealth divided by compounded TRMB 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…
3y analysis · Full analysis span regression · 6 months rolling