+7.2%
VNQ vs TRMB
-39.0%
+46.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -1.3% | -3.0% | +1.8% | -0.4% |
| 30D | -2.6% | +2.3% | -4.9% | -3.4% |
| 3M | -2.0% | +15.3% | -17.3% | -6.6% |
| 6M | +4.3% | -14.7% | +19.0% | +8.7% |
| YTD | +9.2% | -26.4% | +35.6% | +18.9% |
| 1Y | +5.6% | -30.4% | +36.0% | +16.7% |
| 3Y | +30.8% | +13.5% | +17.3% | +17.7% |
| All | +7.2% | -39.0% | +46.2% | +15.5% |
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