+120.6%
VLO vs TRMB
-31.2%
+151.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -17.3% | +11.6% | -6.0% |
| 7D | -6.0% | -15.7% | +9.7% | -5.9% |
| 30D | -12.9% | -7.8% | -5.1% | -12.0% |
| 3M | +18.3% | -9.3% | +27.6% | +19.5% |
| 6M | +46.4% | -20.8% | +67.3% | +47.6% |
| YTD | +127.7% | -30.8% | +158.5% | +131.5% |
| 1Y | +120.6% | -31.0% | +151.6% | +124.5% |
| All | +120.6% | -31.2% | +151.8% | +124.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling