+76.3%
VUG vs TRMB
-37.5%
+113.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +0.9% | -0.3% | +1.1% | +1.0% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +2.3% | +9.6% | -7.3% | -2.6% |
| 6M | +15.7% | -16.1% | +31.8% | +24.1% |
| YTD | +8.6% | -25.0% | +33.6% | +22.4% |
| 1Y | +14.1% | -27.7% | +41.7% | +30.3% |
| 3Y | +87.9% | +15.3% | +72.6% | +64.0% |
| 5Y | +76.3% | -37.4% | +113.7% | +113.8% |
| All | +76.3% | -37.5% | +113.9% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling