-55.2%
TRLV vs VT
+63.7%
-118.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -3.0% | -3.1% |
| 7D | -5.6% | -2.0% | -3.6% | -4.0% |
| 30D | +21.7% | -1.4% | +23.1% | +23.1% |
| 3M | -1.6% | +4.7% | -6.3% | -5.2% |
| 6M | +81.0% | +11.4% | +69.6% | +66.4% |
| YTD | +30.3% | +13.1% | +17.2% | +18.4% |
| 1Y | +53.2% | +19.0% | +34.2% | +33.9% |
| 3Y | +75.5% | +73.9% | +1.6% | +13.0% |
| 5Y | -55.2% | +65.4% | -120.5% | -65.1% |
| All | -55.2% | +63.7% | -118.8% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling