+170.8%
TR vs VT
+345.0%
-174.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.9% |
| 7D | +6.9% | -4.2% | +11.1% | +9.1% |
| 30D | +4.9% | -5.8% | +10.7% | +7.9% |
| 3M | -1.7% | -5.2% | +3.6% | +0.8% |
| 6M | -7.1% | +0.1% | -7.2% | -7.7% |
| YTD | +10.7% | +8.2% | +2.4% | +5.2% |
| 1Y | +9.2% | +10.1% | -0.9% | +2.9% |
| 3Y | +43.6% | +69.7% | -26.0% | +6.6% |
| 5Y | +43.2% | +53.4% | -10.2% | +10.9% |
| 10Y | +60.0% | +219.2% | -159.2% | -23.0% |
| All | +170.8% | +345.0% | -174.2% | -3.0% |
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