+165.8%
VXUS vs TRMB
+143.9%
+21.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.5% | -16.6% | +17.1% | +5.1% |
| 30D | -2.5% | -8.9% | +6.3% | -0.7% |
| 3M | -4.6% | -6.3% | +1.7% | -3.9% |
| 6M | -2.6% | -10.0% | +7.3% | -1.2% |
| YTD | +10.4% | -30.1% | +40.5% | +20.1% |
| 1Y | +12.9% | -31.3% | +44.2% | +23.3% |
| 3Y | +68.4% | +30.8% | +37.6% | +48.0% |
| 5Y | +47.7% | -35.9% | +83.6% | +57.0% |
| 10Y | +142.2% | +101.7% | +40.5% | +73.6% |
| All | +165.8% | +143.9% | +21.9% | +56.5% |
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