+3.3%
TRTX vs VT
+170.6%
-167.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -3.8% | -0.1% | -3.7% | -3.7% |
| 30D | +11.6% | -3.1% | +14.6% | +15.6% |
| 3M | -14.2% | -3.5% | -10.7% | -10.6% |
| 6M | -18.4% | +0.5% | -18.8% | -19.7% |
| YTD | -16.3% | +10.8% | -27.0% | -27.3% |
| 1Y | -17.3% | +11.9% | -29.2% | -29.2% |
| 3Y | +70.3% | +73.0% | -2.7% | -17.6% |
| 5Y | -10.3% | +58.6% | -68.9% | -51.0% |
| All | +3.3% | +170.6% | -167.3% | -68.9% |
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