+3,229.7%
VMC vs TRMB
+3,381.2%
-151.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | -4.3% | -2.5% | -1.8% | -3.9% |
| 30D | -8.2% | +1.5% | -9.8% | -8.5% |
| 3M | -7.0% | +6.8% | -13.8% | -8.1% |
| 6M | -10.8% | -14.9% | +4.2% | -8.6% |
| YTD | -7.4% | -24.1% | +16.7% | -3.5% |
| 1Y | -9.5% | -25.4% | +15.9% | -5.5% |
| 3Y | +20.5% | +8.0% | +12.5% | +17.5% |
| 5Y | +51.6% | -37.3% | +88.9% | +59.9% |
| 10Y | +150.0% | +116.8% | +33.2% | +118.7% |
| All | +3,229.7% | +3,381.2% | -151.5% | +2,096.8% |
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