+446.8%
TRI vs VT
+374.2%
+72.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -0.5% | +0.4% | -1.0% | -0.8% |
| 30D | +7.9% | +1.0% | +6.9% | +7.1% |
| 3M | +24.1% | +2.4% | +21.7% | +21.2% |
| 6M | +3.8% | +12.0% | -8.2% | -5.8% |
| YTD | -16.9% | +15.3% | -32.2% | -26.2% |
| 1Y | -38.4% | +22.6% | -61.0% | -47.8% |
| 3Y | -12.2% | +74.7% | -86.9% | -43.6% |
| 5Y | -1.8% | +66.1% | -67.9% | -35.2% |
| 10Y | +207.6% | +225.0% | -17.4% | +17.0% |
| All | +446.8% | +374.2% | +72.6% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling