+3,549.3%
VMC vs TRMB
+3,104.9%
+444.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | -16.6% | +17.7% | +3.7% |
| 30D | +17.7% | -8.9% | +26.6% | +19.0% |
| 3M | +1.1% | -6.3% | +7.4% | +1.7% |
| 6M | +1.8% | -10.0% | +11.8% | +3.0% |
| YTD | +1.5% | -30.1% | +31.6% | +6.7% |
| 1Y | -1.1% | -31.3% | +30.2% | +4.2% |
| 3Y | +38.8% | +30.8% | +7.9% | +31.3% |
| 5Y | +49.6% | -35.9% | +85.5% | +56.8% |
| 10Y | +130.6% | +101.7% | +28.9% | +103.3% |
| All | +3,549.3% | +3,104.9% | +444.4% | +2,329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling