+302.0%
TRV vs VCLT
+17.1%
+284.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +1.9% | -1.4% | +3.3% | +2.2% |
| 30D | +1.7% | -1.2% | +2.9% | +2.0% |
| 3M | +23.9% | -4.8% | +28.7% | +25.2% |
| 6M | +26.3% | -2.6% | +28.8% | +27.0% |
| YTD | +30.8% | -3.3% | +34.2% | +31.8% |
| 1Y | +36.3% | -4.8% | +41.1% | +37.8% |
| 3Y | +145.0% | +11.5% | +133.5% | +139.2% |
| 5Y | +163.9% | -17.0% | +180.8% | +175.5% |
| All | +302.0% | +17.1% | +284.9% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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