+168.1%
TR vs VT
+374.2%
-206.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -6.0% | +0.4% | -6.5% | -6.3% |
| 30D | -2.7% | +1.0% | -3.6% | -3.2% |
| 3M | +2.1% | +2.4% | -0.3% | +0.6% |
| 6M | -7.1% | +12.0% | -19.1% | -12.9% |
| YTD | +9.5% | +15.3% | -5.8% | +1.1% |
| 1Y | -0.3% | +22.6% | -22.9% | -11.0% |
| 3Y | +37.7% | +74.7% | -37.0% | +0.9% |
| 5Y | +49.9% | +66.1% | -16.3% | +11.6% |
| 10Y | +42.5% | +225.0% | -182.5% | -31.5% |
| All | +168.1% | +374.2% | -206.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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