+220.1%
TRI vs VT
+223.7%
-3.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -5.4% |
| 7D | -11.4% | +0.4% | -11.8% | -11.7% |
| 30D | +4.9% | -2.6% | +7.5% | +6.3% |
| 3M | +7.0% | -3.2% | +10.3% | +8.8% |
| 6M | +18.2% | +0.9% | +17.2% | +16.4% |
| YTD | -14.8% | +11.3% | -26.1% | -21.6% |
| 1Y | -18.0% | +14.0% | -32.0% | -25.7% |
| 3Y | -12.0% | +75.8% | -87.8% | -41.0% |
| 5Y | -0.8% | +57.8% | -58.7% | -29.0% |
| 10Y | +220.1% | +219.8% | +0.3% | +37.6% |
| All | +220.1% | +223.7% | -3.5% | +37.6% |
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