+432.7%
VLO vs TRMB
-37.9%
+470.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | -16.6% | +7.0% | -5.9% |
| 30D | -19.1% | -8.9% | -10.3% | -17.7% |
| 3M | +11.4% | -6.3% | +17.7% | +12.4% |
| 6M | +46.7% | -10.0% | +56.7% | +48.9% |
| YTD | +118.6% | -30.1% | +148.7% | +136.2% |
| 1Y | +99.9% | -31.3% | +131.2% | +116.7% |
| 3Y | +210.5% | +30.8% | +179.6% | +181.1% |
| 5Y | +432.7% | -35.9% | +468.6% | +462.5% |
| All | +432.7% | -37.9% | +470.6% | +462.5% |
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 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