-100.0%
TRUG vs VT
+61.5%
-161.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.8% | -7.7% |
| 7D | -24.8% | -4.2% | -20.7% | -23.1% |
| 30D | -78.5% | -5.8% | -72.7% | -77.8% |
| 3M | -93.4% | -5.2% | -88.1% | -93.2% |
| 6M | -97.3% | +0.1% | -97.5% | -97.3% |
| YTD | -99.2% | +8.2% | -107.4% | -99.2% |
| 1Y | -99.7% | +10.1% | -109.8% | -99.7% |
| 3Y | -100.0% | +69.7% | -169.7% | -100.0% |
| All | -100.0% | +61.5% | -161.5% | -100.0% |
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