+1,686.8%
VFC vs TRMB
+3,100.8%
-1,414.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.4% |
| 7D | +7.7% | -17.0% | +24.6% | +10.5% |
| 30D | +39.2% | -9.0% | +48.2% | +40.8% |
| 3M | +40.3% | -8.1% | +48.4% | +41.6% |
| 6M | +11.4% | -10.1% | +21.4% | +12.7% |
| YTD | +17.5% | -30.2% | +47.7% | +23.8% |
| 1Y | +45.9% | -30.7% | +76.6% | +53.9% |
| 3Y | +47.3% | +32.6% | +14.7% | +42.5% |
| 5Y | -67.2% | -38.1% | -29.1% | -64.7% |
| 10Y | -46.1% | +98.9% | -145.0% | -50.0% |
| All | +1,686.8% | +3,100.8% | -1,414.0% | +986.0% |
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