+161.1%
TRIN vs VT
+85.3%
+75.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +5.7% | -0.1% | +5.9% | +5.8% |
| 30D | +6.5% | -3.1% | +9.6% | +8.7% |
| 3M | +0.7% | -3.5% | +4.2% | +3.1% |
| 6M | +12.5% | +0.5% | +12.1% | +12.0% |
| YTD | +36.4% | +10.8% | +25.6% | +27.0% |
| 1Y | +40.5% | +11.9% | +28.6% | +29.9% |
| 3Y | +88.9% | +73.0% | +15.9% | +28.0% |
| 5Y | +114.4% | +58.6% | +55.8% | +47.0% |
| All | +161.1% | +85.3% | +75.7% | +68.7% |
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