+739.5%
TRGP vs VT
+223.7%
+515.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | -0.1% |
| 7D | -7.2% | +0.4% | -7.5% | -7.8% |
| 30D | -4.2% | -2.6% | -1.6% | -1.0% |
| 3M | +7.0% | -3.2% | +10.2% | +10.9% |
| 6M | +11.2% | +0.9% | +10.3% | +7.3% |
| YTD | +51.1% | +11.3% | +39.8% | +24.7% |
| 1Y | +62.0% | +14.0% | +48.0% | +28.8% |
| 3Y | +248.2% | +75.8% | +172.3% | +42.0% |
| 5Y | +432.4% | +57.8% | +374.6% | +156.4% |
| 10Y | +739.5% | +219.8% | +519.7% | +61.7% |
| All | +739.5% | +223.7% | +515.8% | +61.7% |
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