+34.7%
TRPA vs VT
+142.1%
-107.4%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | +0.2% | -5.0% | +5.2% | +0.4% |
| 3M | +1.4% | -4.9% | +6.3% | +1.6% |
| 6M | +2.6% | -1.5% | +4.2% | +2.7% |
| YTD | +4.2% | +8.5% | -4.3% | +3.7% |
| 1Y | +5.1% | +11.4% | -6.3% | +4.6% |
| 3Y | +20.5% | +70.1% | -49.5% | +17.8% |
| 5Y | +20.0% | +53.7% | -33.7% | +17.3% |
| All | +34.7% | +142.1% | -107.4% | +31.1% |
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