+1,043.0%
VFC vs TRMB
+3,381.2%
-2,338.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -1.6% | -2.5% | +0.9% | -1.2% |
| 30D | -11.6% | +1.5% | -13.1% | -11.9% |
| 3M | -18.1% | +6.8% | -24.9% | -19.0% |
| 6M | -27.4% | -14.9% | -12.4% | -25.5% |
| YTD | -24.8% | -24.1% | -0.7% | -21.6% |
| 1Y | -8.2% | -25.4% | +17.2% | -3.8% |
| 3Y | -29.1% | +8.0% | -37.1% | -29.1% |
| 5Y | -79.2% | -37.3% | -41.9% | -77.6% |
| 10Y | -68.1% | +116.8% | -184.9% | -70.7% |
| All | +1,043.0% | +3,381.2% | -2,338.2% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling