-100.0%
TRNR vs VOO
+94.0%
-194.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.3% |
| 7D | +4.8% | -0.8% | +5.6% | +5.4% |
| 30D | -18.9% | -1.1% | -17.9% | -18.2% |
| 3M | -25.1% | +3.9% | -29.0% | -27.5% |
| 6M | -72.5% | +13.6% | -86.1% | -75.3% |
| YTD | -94.9% | +12.7% | -107.6% | -95.4% |
| 1Y | -98.8% | +17.6% | -116.4% | -98.9% |
| 3Y | -100.0% | +77.3% | -177.3% | -100.0% |
| All | -100.0% | +94.0% | -194.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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