+325.3%
VWO vs TRMB
+552.6%
-227.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.2% |
| 7D | +0.2% | -2.9% | +3.1% | +1.2% |
| 30D | +0.9% | -1.8% | +2.7% | +1.3% |
| 3M | +4.3% | +8.4% | -4.1% | +0.6% |
| 6M | +10.5% | -18.5% | +29.1% | +17.6% |
| YTD | +13.4% | -26.7% | +40.1% | +24.7% |
| 1Y | +18.6% | -28.3% | +46.9% | +31.0% |
| 3Y | +65.8% | +12.6% | +53.2% | +50.3% |
| 5Y | +35.2% | -38.7% | +73.9% | +48.5% |
| 10Y | +116.6% | +120.8% | -4.1% | +35.0% |
| All | +325.3% | +552.6% | -227.3% | +53.3% |
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