+220.2%
TRI vs VT
+217.6%
+2.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.7% |
| 30D | +5.0% | -3.1% | +8.1% | +6.7% |
| 3M | +4.6% | -3.5% | +8.1% | +6.5% |
| 6M | +18.3% | +0.5% | +17.8% | +16.8% |
| YTD | -14.7% | +10.8% | -25.5% | -21.3% |
| 1Y | -16.7% | +11.9% | -28.6% | -23.6% |
| 3Y | -11.3% | +73.0% | -84.3% | -39.9% |
| 5Y | -0.6% | +58.6% | -59.2% | -29.1% |
| 10Y | +220.2% | +219.2% | +1.1% | +37.6% |
| All | +220.2% | +217.6% | +2.6% | +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