-22.7%
TRC vs VT
+223.7%
-246.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.2% |
| 7D | +9.4% | +0.4% | +9.0% | +8.8% |
| 30D | +8.6% | -2.6% | +11.2% | +10.5% |
| 3M | +6.4% | -3.2% | +9.6% | +8.8% |
| 6M | -12.0% | +0.9% | -12.9% | -13.2% |
| YTD | +12.6% | +11.3% | +1.2% | +2.2% |
| 1Y | +10.7% | +14.0% | -3.3% | -1.5% |
| 3Y | +12.5% | +75.8% | -63.4% | -30.6% |
| 5Y | -16.5% | +57.8% | -74.3% | -43.9% |
| 10Y | -22.7% | +219.8% | -242.5% | -72.4% |
| All | -22.7% | +223.7% | -246.4% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling