+1,250.4%
VUG vs TRMB
+877.3%
+373.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.7% |
| 30D | -0.3% | +1.5% | -1.8% | -0.9% |
| 3M | -0.7% | +6.8% | -7.5% | -3.2% |
| 6M | +14.6% | -14.9% | +29.6% | +19.7% |
| YTD | +9.0% | -24.1% | +33.1% | +17.7% |
| 1Y | +14.9% | -25.4% | +40.3% | +24.3% |
| 3Y | +86.0% | +8.0% | +78.0% | +76.2% |
| 5Y | +76.7% | -37.3% | +114.0% | +95.6% |
| 10Y | +411.3% | +116.8% | +294.5% | +285.0% |
| All | +1,250.4% | +877.3% | +373.1% | +555.3% |
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