+436.3%
TRNO vs VT
+468.7%
-32.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.4% | +0.4% | -1.9% | -1.8% |
| 30D | -5.5% | +1.0% | -6.4% | -6.2% |
| 3M | +2.6% | +2.4% | +0.2% | +0.5% |
| 6M | +2.7% | +12.0% | -9.3% | -6.3% |
| YTD | +13.7% | +15.3% | -1.7% | +1.2% |
| 1Y | +17.3% | +22.6% | -5.3% | -0.4% |
| 3Y | +18.6% | +74.7% | -56.1% | -23.0% |
| 5Y | +9.4% | +66.1% | -56.7% | -26.5% |
| 10Y | +213.7% | +225.0% | -11.3% | +30.3% |
| All | +436.3% | +468.7% | -32.4% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling