+191.1%
TRI vs VCLT
+17.1%
+174.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.9% | -1.4% | -6.5% | -7.4% |
| 30D | -4.5% | -1.2% | -3.3% | -4.1% |
| 3M | +22.1% | -4.8% | +26.9% | +24.3% |
| 6M | -2.8% | -2.6% | -0.2% | -1.9% |
| YTD | -23.4% | -3.3% | -20.1% | -22.5% |
| 1Y | -41.5% | -4.8% | -36.7% | -40.5% |
| 3Y | -19.2% | +11.5% | -30.7% | -22.7% |
| 5Y | -9.4% | -17.0% | +7.6% | -4.9% |
| All | +191.1% | +17.1% | +174.0% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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