+150.8%
TRFM vs VT
+105.0%
+45.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -0.9% | +0.4% | -1.4% | -1.6% |
| 30D | -2.4% | +1.0% | -3.3% | -3.8% |
| 3M | -4.5% | +2.4% | -6.8% | -7.5% |
| 6M | +20.8% | +12.0% | +8.8% | +1.8% |
| YTD | +24.0% | +15.3% | +8.7% | -0.1% |
| 1Y | +31.8% | +22.6% | +9.2% | -3.3% |
| 3Y | +103.8% | +74.7% | +29.1% | -12.9% |
| All | +150.8% | +105.0% | +45.8% | -16.0% |
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