+601.6%
VLO vs TRMB
-37.5%
+639.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.5% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +28.3% | -1.2% | +29.6% | +28.5% |
| 3M | +48.7% | +9.6% | +39.1% | +44.7% |
| 6M | +71.9% | -16.1% | +88.0% | +78.4% |
| YTD | +138.7% | -25.0% | +163.6% | +154.5% |
| 1Y | +148.5% | -27.7% | +176.1% | +166.9% |
| 3Y | +192.7% | +15.3% | +177.4% | +174.1% |
| 5Y | +601.6% | -37.4% | +639.0% | +632.6% |
| All | +601.6% | -37.5% | +639.2% | +632.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling