+64.0%
VUG vs TRMB
-35.8%
+99.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.2% |
| 7D | +4.4% | +4.1% | +0.3% | +2.7% |
| 30D | -7.3% | -7.0% | -0.4% | -5.9% |
| 3M | -4.2% | -0.9% | -3.3% | -5.7% |
| 6M | -1.6% | -1.2% | -0.4% | -3.7% |
| YTD | +4.9% | -28.7% | +33.6% | +18.8% |
| 1Y | +3.8% | -32.1% | +35.9% | +20.2% |
| 3Y | +79.4% | +33.4% | +46.0% | +42.8% |
| All | +64.0% | -35.8% | +99.8% | +95.2% |
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 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