+114.5%
TRMK vs VT
+221.4%
-107.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +1.4% | +1.0% | +0.4% | +0.5% |
| 30D | -2.8% | -0.2% | -2.6% | -2.6% |
| 3M | +3.9% | +4.5% | -0.6% | -0.8% |
| 6M | +10.3% | +14.1% | -3.8% | -3.7% |
| YTD | +19.7% | +14.8% | +4.9% | +3.8% |
| 1Y | +16.0% | +21.2% | -5.2% | -4.7% |
| 3Y | +123.3% | +76.6% | +46.8% | +28.1% |
| 5Y | +72.5% | +66.6% | +5.9% | +4.1% |
| 10Y | +114.5% | +222.3% | -107.8% | -38.6% |
| All | +114.5% | +221.4% | -107.0% | -38.6% |
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