+201.3%
TRT vs VT
+215.5%
-14.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.9% |
| 7D | -3.5% | -2.3% | -1.2% | -1.7% |
| 30D | -19.8% | -5.0% | -14.8% | -16.4% |
| 3M | -56.4% | -4.9% | -51.6% | -54.6% |
| 6M | -62.8% | -1.5% | -61.2% | -61.7% |
| YTD | -29.0% | +8.5% | -37.5% | -31.0% |
| 1Y | +40.3% | +11.4% | +28.9% | +34.1% |
| 3Y | +56.9% | +70.1% | -13.1% | +13.7% |
| 5Y | +98.3% | +53.7% | +44.6% | +54.6% |
| All | +201.3% | +215.5% | -14.2% | +77.0% |
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 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