+754.3%
VLO vs TRMB
+109.2%
+645.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +2.4% |
| 7D | -0.4% | +4.1% | -4.6% | -2.1% |
| 30D | -16.6% | -5.1% | -11.5% | -15.4% |
| 3M | +12.3% | -2.6% | +14.9% | +12.0% |
| 6M | +47.8% | -2.7% | +50.5% | +46.2% |
| YTD | +126.7% | -27.9% | +154.6% | +152.5% |
| 1Y | +105.4% | -29.0% | +134.4% | +129.6% |
| 3Y | +222.0% | +35.0% | +187.0% | +158.2% |
| 5Y | +449.8% | -33.9% | +483.7% | +495.9% |
| 10Y | +754.3% | +106.1% | +648.2% | +371.0% |
| All | +754.3% | +109.2% | +645.1% | +371.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling