+1,161.9%
VSH vs TRMB
+3,206.1%
-2,044.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +7.8% |
| 7D | +12.8% | +4.1% | +8.7% | +11.6% |
| 30D | -9.0% | -5.1% | -4.0% | -7.9% |
| 3M | -12.2% | -2.6% | -9.6% | -12.0% |
| 6M | -15.9% | -2.7% | -13.2% | -16.5% |
| YTD | +103.2% | -27.9% | +131.2% | +119.7% |
| 1Y | +108.4% | -29.0% | +137.5% | +126.5% |
| 3Y | +41.6% | +35.0% | +6.6% | +28.9% |
| 5Y | +54.6% | -33.9% | +88.5% | +71.2% |
| 10Y | +138.2% | +106.1% | +32.0% | +93.9% |
| All | +1,161.9% | +3,206.1% | -2,044.3% | +396.2% |
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