-29.9%
TRC vs VT
+224.5%
-254.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.9% |
| 3M | -13.9% | +2.4% | -16.3% | -15.9% |
| 6M | -9.1% | +12.0% | -21.1% | -17.6% |
| YTD | +4.2% | +15.3% | -11.2% | -7.9% |
| 1Y | -3.0% | +22.6% | -25.6% | -18.5% |
| 3Y | -2.1% | +74.7% | -76.8% | -39.4% |
| 5Y | -14.8% | +66.1% | -81.0% | -45.2% |
| All | -29.9% | +224.5% | -254.4% | -77.6% |
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