+183.4%
TRU vs VT
+221.8%
-38.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | 0.0% | +2.4% | -2.3% | -2.9% |
| 30D | +21.3% | -1.5% | +22.8% | +23.0% |
| 3M | +0.2% | -4.1% | +4.4% | +5.1% |
| 6M | +22.4% | +0.6% | +21.8% | +20.0% |
| YTD | -4.8% | +11.0% | -15.9% | -18.1% |
| 1Y | -0.2% | +13.3% | -13.5% | -16.4% |
| 3Y | +57.9% | +73.4% | -15.5% | -19.9% |
| 5Y | -26.1% | +57.4% | -83.6% | -57.4% |
| All | +183.4% | +221.8% | -38.4% | -31.9% |
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