+54.9%
TRV vs VG
-38.0%
+92.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | +0.5% | -2.5% | +3.0% | +0.5% |
| 30D | -4.9% | +11.1% | -15.9% | -5.0% |
| 3M | +23.7% | +14.9% | +8.9% | +23.5% |
| 6M | +20.3% | +18.4% | +2.0% | +19.7% |
| YTD | +27.1% | +116.6% | -89.5% | +24.6% |
| 1Y | +35.3% | +9.4% | +26.0% | +35.3% |
| All | +54.9% | -38.0% | +92.9% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling