+227.6%
TRU vs VT
+223.0%
+4.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -6.8% | +0.4% | -7.2% | -7.2% |
| 30D | 0.0% | +1.0% | -0.9% | -1.2% |
| 3M | +13.3% | +2.4% | +10.9% | +9.2% |
| 6M | +3.4% | +12.0% | -8.6% | -11.0% |
| YTD | -6.4% | +15.3% | -21.7% | -22.3% |
| 1Y | -9.7% | +22.6% | -32.3% | -30.6% |
| 3Y | +0.1% | +74.7% | -74.5% | -48.2% |
| 5Y | -34.0% | +66.1% | -100.2% | -63.4% |
| 10Y | +147.9% | +225.0% | -77.1% | -31.3% |
| All | +227.6% | +223.0% | +4.6% | -12.4% |
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