+920.2%
TRV vs VCLT
+102.9%
+817.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | +22.7% | -2.9% | +25.6% | +22.9% |
| 6M | +21.9% | -4.0% | +25.9% | +22.3% |
| YTD | +27.5% | -2.2% | +29.7% | +27.7% |
| 1Y | +36.2% | -2.6% | +38.8% | +36.5% |
| 3Y | +140.6% | +12.3% | +128.3% | +139.3% |
| 5Y | +154.5% | -16.4% | +170.9% | +154.3% |
| 10Y | +295.4% | +18.1% | +277.4% | +310.0% |
| All | +920.2% | +102.9% | +817.2% | +1,235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling