+158.5%
TRV vs VIG
+61.5%
+97.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | -1.5% | -2.2% | +0.7% | +0.1% |
| 30D | -1.8% | -3.2% | +1.4% | +0.5% |
| 3M | +21.6% | +3.0% | +18.5% | +19.0% |
| 6M | +22.5% | +8.1% | +14.3% | +15.6% |
| YTD | +28.1% | +9.1% | +19.1% | +20.0% |
| 1Y | +37.0% | +12.6% | +24.5% | +25.3% |
| 3Y | +141.9% | +55.4% | +86.5% | +75.7% |
| 5Y | +158.5% | +62.8% | +95.7% | +79.0% |
| All | +158.5% | +61.5% | +97.1% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling