-10.9%
TRI vs VO
+40.2%
-51.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -14.4% | -2.5% | -11.9% | -13.1% |
| 30D | -8.1% | -3.2% | -4.9% | -6.4% |
| 3M | +17.5% | +3.9% | +13.6% | +15.1% |
| 6M | -5.0% | +9.6% | -14.6% | -10.0% |
| YTD | -24.7% | +11.6% | -36.3% | -29.3% |
| 1Y | -41.5% | +12.6% | -54.1% | -45.4% |
| 3Y | -20.3% | +55.4% | -75.7% | -38.6% |
| 5Y | -10.9% | +41.8% | -52.8% | -28.1% |
| All | -10.9% | +40.2% | -51.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling