-39.3%
VG vs TRMB
-23.3%
-16.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +1.7% | -2.5% | +4.2% | +2.6% |
| 30D | +16.0% | +1.5% | +14.5% | +15.0% |
| 3M | +9.7% | +6.8% | +3.0% | +5.8% |
| 6M | +29.6% | -14.9% | +44.5% | +43.4% |
| YTD | +112.0% | -24.1% | +136.1% | +156.9% |
| 1Y | +12.8% | -25.4% | +38.2% | +38.1% |
| All | -39.3% | -23.3% | -16.1% | -23.4% |
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