+1,216.9%
VST vs TRMB
+108.4%
+1,108.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +8.9% | -2.5% | +11.4% | +10.0% |
| 30D | +6.2% | +1.5% | +4.7% | +5.3% |
| 3M | -2.7% | +6.8% | -9.5% | -6.5% |
| 6M | -8.4% | -14.9% | +6.6% | -3.4% |
| YTD | -7.2% | -24.1% | +16.9% | +2.7% |
| 1Y | -20.9% | -25.4% | +4.5% | -12.1% |
| 3Y | +384.0% | +8.0% | +376.0% | +362.9% |
| 5Y | +757.1% | -37.3% | +794.4% | +879.9% |
| All | +1,216.9% | +108.4% | +1,108.5% | +790.6% |
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