+139.9%
TRU vs VT
+221.4%
-81.6%
-64.9%
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 | -7.2% | +1.0% | -8.2% | -8.3% |
| 30D | -2.8% | -0.2% | -2.6% | -2.5% |
| 3M | +13.0% | +4.5% | +8.5% | +6.1% |
| 6M | +0.7% | +14.1% | -13.4% | -15.7% |
| YTD | -9.0% | +14.8% | -23.8% | -24.5% |
| 1Y | -16.3% | +21.2% | -37.5% | -35.4% |
| 3Y | -1.1% | +76.6% | -77.6% | -50.6% |
| 5Y | -36.0% | +66.6% | -102.6% | -65.3% |
| 10Y | +139.9% | +222.3% | -82.4% | -39.5% |
| All | +139.9% | +221.4% | -81.6% | -39.5% |
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