+1,052.8%
VSH vs TRMB
+3,157.0%
-2,104.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +14.3% | +2.8% | +11.5% | +13.5% |
| 30D | -7.9% | -5.9% | -2.0% | -6.5% |
| 3M | -19.9% | -3.3% | -16.6% | -19.5% |
| 6M | -30.5% | +1.3% | -31.9% | -31.7% |
| YTD | +85.7% | -29.0% | +114.6% | +101.6% |
| 1Y | +98.9% | -27.8% | +126.7% | +115.1% |
| 3Y | +32.1% | +36.3% | -4.2% | +19.9% |
| 5Y | +39.7% | -35.8% | +75.5% | +56.1% |
| 10Y | +117.6% | +103.1% | +14.5% | +77.9% |
| All | +1,052.8% | +3,157.0% | -2,104.2% | +355.4% |
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