+579.8%
VTRS vs TRMB
+3,275.2%
-2,695.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -2.2% | -3.0% | +0.9% | -1.7% |
| 30D | +3.3% | +2.3% | +1.0% | +2.9% |
| 3M | +2.0% | +15.3% | -13.3% | -0.3% |
| 6M | +19.9% | -14.7% | +34.6% | +22.5% |
| YTD | +35.7% | -26.4% | +62.1% | +41.5% |
| 1Y | +68.1% | -30.4% | +98.5% | +76.5% |
| 3Y | +87.1% | +13.5% | +73.6% | +81.2% |
| 5Y | +47.6% | -38.6% | +86.2% | +54.9% |
| 10Y | -48.2% | +121.8% | -169.9% | -54.9% |
| All | +579.8% | +3,275.2% | -2,695.5% | +277.7% |
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