+721.3%
TRS vs VT
+357.8%
+363.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.5% |
| 7D | -0.6% | +2.9% | -3.5% | -4.1% |
| 30D | -1.9% | -2.5% | +0.6% | +0.9% |
| 3M | -4.0% | -3.3% | -0.7% | -0.5% |
| 6M | -7.8% | +1.5% | -9.4% | -10.2% |
| YTD | +6.5% | +11.4% | -4.8% | -7.4% |
| 1Y | +19.1% | +11.9% | +7.2% | +2.9% |
| 3Y | +61.4% | +73.9% | -12.5% | -19.5% |
| 5Y | +0.6% | +57.9% | -57.3% | -44.3% |
| 10Y | +84.5% | +222.6% | -138.2% | -61.1% |
| All | +721.3% | +357.8% | +363.4% | +24.0% |
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 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