-100.0%
TRNR vs VT
+82.6%
-182.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.3% |
| 7D | +5.6% | -2.0% | +7.6% | +7.1% |
| 30D | -10.5% | -1.4% | -9.1% | -9.5% |
| 3M | -29.0% | +4.7% | -33.8% | -31.7% |
| 6M | -72.2% | +11.4% | -83.5% | -74.4% |
| YTD | -94.9% | +13.1% | -108.0% | -95.4% |
| 1Y | -98.6% | +19.0% | -117.6% | -98.8% |
| 3Y | -100.0% | +73.9% | -173.9% | -100.0% |
| All | -100.0% | +82.6% | -182.6% | -100.0% |
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