+143.9%
TRUP vs VT
+237.8%
-94.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -6.1% | +0.4% | -6.6% | -6.6% |
| 30D | +14.0% | +1.0% | +13.0% | +12.5% |
| 3M | +27.8% | +2.4% | +25.4% | +22.4% |
| 6M | -0.7% | +12.0% | -12.8% | -16.3% |
| YTD | -25.6% | +15.3% | -40.9% | -39.9% |
| 1Y | -37.7% | +22.6% | -60.3% | -53.8% |
| 3Y | -5.5% | +74.7% | -80.2% | -54.9% |
| 5Y | -69.4% | +66.1% | -135.6% | -83.6% |
| 10Y | +84.8% | +225.0% | -140.2% | -45.2% |
| All | +143.9% | +237.8% | -94.0% | -30.5% |
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 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