+129.3%
TRFM vs VT
+99.2%
+30.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +1.2% |
| 7D | +1.6% | -0.7% | +2.3% | +3.0% |
| 30D | -9.4% | -1.7% | -7.6% | -6.4% |
| 3M | -11.8% | -2.3% | -9.5% | -8.1% |
| 6M | -7.1% | +1.5% | -8.6% | -8.4% |
| YTD | +13.4% | +12.0% | +1.3% | -4.0% |
| 1Y | +9.8% | +12.9% | -3.1% | -8.0% |
| 3Y | +100.7% | +74.9% | +25.8% | -14.2% |
| All | +129.3% | +99.2% | +30.1% | -19.2% |
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