+216.0%
TRU vs VIG
+266.4%
-50.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.1% |
| 7D | -6.5% | -1.2% | -5.3% | -4.9% |
| 30D | -2.5% | -2.8% | +0.3% | +1.3% |
| 3M | +10.4% | +2.5% | +7.9% | +7.0% |
| 6M | +1.6% | +8.1% | -6.4% | -8.0% |
| YTD | -9.7% | +9.6% | -19.3% | -19.7% |
| 1Y | -17.3% | +14.2% | -31.4% | -30.2% |
| 3Y | -1.8% | +56.1% | -57.9% | -42.4% |
| 5Y | -36.2% | +62.8% | -99.1% | -63.5% |
| 10Y | +143.2% | +248.2% | -105.0% | -38.7% |
| All | +216.0% | +266.4% | -50.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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