+232.9%
TRU vs VT
+203.8%
+29.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.4% |
| 7D | +5.7% | -2.3% | +8.0% | +8.5% |
| 30D | +29.2% | -5.0% | +34.2% | +36.8% |
| 3M | +2.7% | -4.9% | +7.5% | +8.6% |
| 6M | +15.2% | -1.5% | +16.7% | +15.8% |
| YTD | -4.9% | +8.5% | -13.3% | -15.4% |
| 1Y | +3.4% | +11.4% | -8.0% | -11.0% |
| 3Y | +63.2% | +70.1% | -6.9% | -13.3% |
| 5Y | -26.6% | +53.7% | -80.3% | -55.5% |
| 10Y | +172.8% | +220.0% | -47.2% | -22.4% |
| All | +232.9% | +203.8% | +29.1% | -4.6% |
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