-86.9%
TRIP vs VT
+214.8%
-301.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.6% | -4.1% | -23.6% | -21.8% |
| 7D | -20.0% | -4.2% | -15.8% | -13.3% |
| 30D | -13.4% | -5.8% | -7.6% | -4.2% |
| 3M | -47.2% | -5.2% | -42.0% | -42.1% |
| 6M | -34.6% | +0.1% | -34.7% | -34.1% |
| YTD | -49.3% | +8.2% | -57.5% | -54.4% |
| 1Y | -52.2% | +10.1% | -62.3% | -57.9% |
| 3Y | -53.1% | +69.7% | -122.8% | -76.9% |
| 5Y | -78.9% | +53.4% | -132.3% | -87.7% |
| All | -86.9% | +214.8% | -301.7% | -97.0% |
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