+1,272.7%
VSH vs TRMB
+3,381.2%
-2,108.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.5% | +4.7% |
| 7D | +4.1% | -2.5% | +6.6% | +4.8% |
| 30D | -4.2% | +1.5% | -5.7% | -4.8% |
| 3M | -50.0% | +6.8% | -56.7% | -51.4% |
| 6M | +80.2% | -14.9% | +95.1% | +86.7% |
| YTD | +121.1% | -24.1% | +145.2% | +136.1% |
| 1Y | +112.0% | -25.4% | +137.4% | +128.0% |
| 3Y | +22.5% | +8.0% | +14.5% | +18.9% |
| 5Y | +64.0% | -37.3% | +101.4% | +84.8% |
| 10Y | +170.4% | +116.8% | +53.6% | +117.4% |
| All | +1,272.7% | +3,381.2% | -2,108.4% | +433.4% |
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