+139.2%
TRV vs VMC
+17.8%
+121.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.8% | -3.7% | +1.9% | -1.1% |
| 30D | -2.1% | -12.8% | +10.6% | +0.5% |
| 3M | +21.2% | -7.9% | +29.1% | +22.8% |
| 6M | +22.0% | -7.5% | +29.6% | +23.3% |
| YTD | +27.7% | -11.6% | +39.3% | +29.2% |
| 1Y | +36.6% | -14.3% | +50.8% | +39.2% |
| All | +139.2% | +17.8% | +121.5% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling