-53.2%
TRC vs VT
+374.2%
-427.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | -0.1% | +1.0% | -1.1% | -1.0% |
| 3M | -13.9% | +2.4% | -16.3% | -16.1% |
| 6M | -9.1% | +12.0% | -21.1% | -18.6% |
| YTD | +4.2% | +15.3% | -11.2% | -9.2% |
| 1Y | -3.0% | +22.6% | -25.6% | -20.1% |
| 3Y | -2.1% | +74.7% | -76.8% | -42.2% |
| 5Y | -14.8% | +66.1% | -81.0% | -47.8% |
| 10Y | -30.2% | +225.0% | -255.2% | -77.5% |
| All | -53.2% | +374.2% | -427.4% | -90.1% |
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