+445.6%
TRT vs VT
+221.4%
+224.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.4% |
| 7D | +9.8% | +1.0% | +8.8% | +9.1% |
| 30D | -2.9% | -0.2% | -2.6% | -2.7% |
| 3M | +2.8% | +4.5% | -1.8% | +0.5% |
| 6M | +98.0% | +14.1% | +83.9% | +84.9% |
| YTD | +63.6% | +14.8% | +48.8% | +52.1% |
| 1Y | +304.1% | +21.2% | +282.9% | +263.3% |
| 3Y | +230.2% | +76.6% | +153.6% | +131.3% |
| 5Y | +354.1% | +66.6% | +287.5% | +234.4% |
| 10Y | +445.6% | +222.3% | +223.3% | +195.1% |
| All | +445.6% | +221.4% | +224.2% | +195.1% |
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 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