+104.7%
TRUP vs VT
+222.7%
-118.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | -1.2% | +2.9% | -4.1% | -5.0% |
| 30D | +29.1% | -2.5% | +31.6% | +32.6% |
| 3M | +13.1% | -3.3% | +16.5% | +17.5% |
| 6M | +44.2% | +1.5% | +42.7% | +37.9% |
| YTD | -8.2% | +11.4% | -19.6% | -23.9% |
| 1Y | -11.8% | +11.9% | -23.8% | -27.6% |
| 3Y | +58.3% | +73.9% | -15.6% | -29.2% |
| 5Y | -73.6% | +57.9% | -131.5% | -85.9% |
| All | +104.7% | +222.7% | -118.0% | -41.0% |
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 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