+228.8%
TRT vs VT
+221.8%
+7.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | +14.0% | +2.4% | +11.7% | +12.3% |
| 30D | +4.7% | -1.5% | +6.2% | +6.4% |
| 3M | -54.1% | -4.1% | -50.0% | -52.4% |
| 6M | -50.1% | +0.6% | -50.6% | -49.4% |
| YTD | -19.0% | +11.0% | -30.1% | -22.5% |
| 1Y | +64.2% | +13.3% | +50.8% | +55.0% |
| 3Y | +82.9% | +73.4% | +9.5% | +30.8% |
| 5Y | +116.6% | +57.4% | +59.1% | +66.1% |
| All | +228.8% | +221.8% | +7.1% | +90.8% |
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