+1,474.1%
VTR vs TRMB
+2,808.7%
-1,334.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.7% | -1.2% | -2.5% | -3.6% |
| 3M | +13.5% | +9.6% | +3.9% | +11.2% |
| 6M | +7.2% | -16.1% | +23.3% | +10.3% |
| YTD | +17.6% | -25.0% | +42.5% | +23.3% |
| 1Y | +35.4% | -27.7% | +63.1% | +42.6% |
| 3Y | +132.8% | +15.3% | +117.5% | +119.1% |
| 5Y | +88.7% | -37.4% | +126.1% | +97.6% |
| 10Y | +87.6% | +117.5% | -29.8% | +55.5% |
| All | +1,474.1% | +2,808.7% | -1,334.6% | +906.5% |
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