+3,439.1%
VMC vs TRMB
+3,157.0%
+282.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | +15.5% | -5.9% | +21.3% | +16.1% |
| 3M | +0.6% | -3.3% | +3.9% | +0.6% |
| 6M | +2.1% | +1.3% | +0.7% | +1.2% |
| YTD | -1.6% | -29.0% | +27.4% | +3.2% |
| 1Y | -1.2% | -27.8% | +26.6% | +3.3% |
| 3Y | +35.3% | +36.3% | -1.0% | +27.2% |
| 5Y | +43.6% | -35.8% | +79.4% | +50.5% |
| 10Y | +126.7% | +103.1% | +23.7% | +99.6% |
| All | +3,439.1% | +3,157.0% | +282.1% | +2,249.8% |
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