+392.1%
VNQ vs TRMB
+699.7%
-307.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -2.5% | -1.2% | -1.3% | -2.3% |
| 3M | +1.4% | +9.6% | -8.2% | -2.4% |
| 6M | +4.6% | -16.1% | +20.7% | +10.2% |
| YTD | +10.5% | -25.0% | +35.5% | +20.7% |
| 1Y | +8.4% | -27.7% | +36.1% | +19.5% |
| 3Y | +32.4% | +15.3% | +17.1% | +19.1% |
| 5Y | +5.5% | -37.4% | +42.9% | +15.8% |
| 10Y | +59.1% | +117.5% | -58.4% | +1.3% |
| All | +392.1% | +699.7% | -307.7% | +71.0% |
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