+308.2%
TRT vs VT
+374.2%
-66.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +4.1% | +0.4% | +3.6% | +3.8% |
| 30D | -2.3% | +1.0% | -3.3% | -2.7% |
| 3M | -17.0% | +2.4% | -19.4% | -17.3% |
| 6M | +116.3% | +12.0% | +104.3% | +107.6% |
| YTD | +58.8% | +15.3% | +43.4% | +50.4% |
| 1Y | +282.2% | +22.6% | +259.6% | +252.4% |
| 3Y | +211.4% | +74.7% | +136.7% | +143.5% |
| 5Y | +354.0% | +66.1% | +287.9% | +265.4% |
| 10Y | +453.2% | +225.0% | +228.2% | +244.2% |
| All | +308.2% | +374.2% | -66.0% | +101.3% |
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