+123.5%
TRN vs VT
+222.7%
-99.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -3.2% | +0.4% | -3.7% | -3.7% |
| 30D | -12.8% | +1.0% | -13.7% | -13.7% |
| 3M | -12.3% | +2.4% | -14.7% | -15.1% |
| 6M | -15.8% | +12.0% | -27.9% | -26.5% |
| YTD | +10.2% | +15.3% | -5.1% | -7.2% |
| 1Y | +3.1% | +22.6% | -19.5% | -19.4% |
| 3Y | +25.0% | +74.7% | -49.7% | -34.9% |
| 5Y | +20.4% | +66.1% | -45.8% | -33.6% |
| All | +123.5% | +222.7% | -99.3% | -44.3% |
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