-100.0%
TRNR vs VT
+84.2%
-184.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.5% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | -11.0% | -0.7% | -10.3% | -10.5% |
| 3M | -36.9% | +4.0% | -40.9% | -38.8% |
| 6M | -69.8% | +12.3% | -82.0% | -72.4% |
| YTD | -94.9% | +14.0% | -108.9% | -95.4% |
| 1Y | -98.7% | +20.3% | -119.0% | -98.9% |
| 3Y | -100.0% | +75.4% | -175.4% | -100.0% |
| All | -100.0% | +84.2% | -184.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling