+83.8%
TRS vs VT
+221.8%
-138.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -2.7% | +2.4% | -5.0% | -4.9% |
| 30D | -2.1% | -1.5% | -0.6% | -0.8% |
| 3M | -2.8% | -4.1% | +1.3% | +0.9% |
| 6M | -5.7% | +0.6% | -6.3% | -6.7% |
| YTD | +6.4% | +11.0% | -4.6% | -4.3% |
| 1Y | +21.4% | +13.3% | +8.0% | +7.0% |
| 3Y | +62.2% | +73.4% | -11.2% | -5.3% |
| 5Y | +0.5% | +57.4% | -57.0% | -35.8% |
| All | +83.8% | +221.8% | -138.0% | -40.9% |
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