+293.8%
TRV vs VMC
+154.4%
+139.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -1.5% | -3.7% | +2.2% | -0.3% |
| 30D | -1.8% | -12.8% | +11.0% | +2.5% |
| 3M | +21.6% | -7.9% | +29.5% | +24.3% |
| 6M | +22.5% | -7.5% | +30.0% | +24.6% |
| YTD | +28.1% | -11.6% | +39.8% | +31.5% |
| 1Y | +37.0% | -14.3% | +51.3% | +41.9% |
| 3Y | +141.9% | +18.5% | +123.4% | +119.9% |
| 5Y | +158.5% | +46.8% | +111.7% | +113.1% |
| All | +293.8% | +154.4% | +139.4% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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