+140.0%
TRV vs VCLT
+11.3%
+128.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -1.8% | -1.1% | -0.7% | -1.5% |
| 3M | +21.6% | -3.7% | +25.3% | +22.8% |
| 6M | +22.5% | -4.0% | +26.5% | +23.8% |
| YTD | +28.1% | -3.4% | +31.5% | +29.3% |
| 1Y | +37.0% | -4.1% | +41.2% | +38.5% |
| All | +140.0% | +11.3% | +128.7% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling