+117.4%
TRN vs VT
+224.4%
-107.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.4% |
| 7D | -5.5% | -0.7% | -4.8% | -4.8% |
| 30D | +17.6% | -1.7% | +19.3% | +19.7% |
| 3M | +6.2% | -2.3% | +8.5% | +8.7% |
| 6M | -15.7% | +1.5% | -17.2% | -17.8% |
| YTD | +18.8% | +12.0% | +6.7% | +3.0% |
| 1Y | +26.1% | +12.9% | +13.3% | +8.3% |
| 3Y | +45.6% | +74.9% | -29.3% | -24.8% |
| 5Y | +30.4% | +59.9% | -29.6% | -25.0% |
| 10Y | +117.4% | +224.6% | -107.2% | -45.8% |
| All | +117.4% | +224.4% | -107.0% | -45.8% |
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