+160.3%
TRIN vs VT
+86.2%
+74.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.7% |
| 7D | +4.8% | +0.4% | +4.5% | +4.5% |
| 30D | +6.2% | -2.6% | +8.8% | +8.1% |
| 3M | +2.5% | -3.2% | +5.8% | +4.8% |
| 6M | +12.2% | +0.9% | +11.3% | +11.3% |
| YTD | +36.0% | +11.3% | +24.7% | +26.2% |
| 1Y | +41.3% | +14.0% | +27.3% | +29.0% |
| 3Y | +90.4% | +75.8% | +14.5% | +27.5% |
| 5Y | +113.7% | +57.8% | +55.9% | +46.7% |
| All | +160.3% | +86.2% | +74.1% | +67.7% |
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