+12,036.0%
VRTX vs TRMB
+2,360.8%
+9,675.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +12.6% | +1.5% | +11.1% | +12.2% |
| 3M | +23.6% | +6.8% | +16.9% | +21.5% |
| 6M | +14.3% | -14.9% | +29.2% | +17.8% |
| YTD | +20.5% | -24.1% | +44.6% | +27.0% |
| 1Y | +37.6% | -25.4% | +63.0% | +45.3% |
| 3Y | +55.5% | +8.0% | +47.5% | +48.2% |
| 5Y | +175.7% | -37.3% | +213.1% | +190.4% |
| 10Y | +474.2% | +116.8% | +357.4% | +340.0% |
| All | +12,036.0% | +2,360.8% | +9,675.2% | +4,288.4% |
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