+47.7%
VMC vs TRMB
-39.0%
+86.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -2.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.2% |
| 30D | -12.3% | -1.8% | -10.5% | -11.7% |
| 3M | -10.3% | +8.4% | -18.7% | -13.3% |
| 6M | -8.6% | -18.5% | +10.0% | -1.7% |
| YTD | -11.9% | -26.7% | +14.9% | -1.5% |
| 1Y | -13.9% | -28.3% | +14.4% | -3.3% |
| 3Y | +18.2% | +12.6% | +5.6% | +7.5% |
| 5Y | +47.7% | -38.7% | +86.5% | +73.6% |
| All | +47.7% | -39.0% | +86.7% | +73.6% |
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