+159.7%
TRV vs VMC
+47.0%
+112.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | +1.9% | -3.8% | +5.7% | +2.9% |
| 30D | +1.7% | -9.7% | +11.4% | +4.3% |
| 3M | +23.9% | -9.6% | +33.5% | +26.7% |
| 6M | +26.3% | -4.8% | +31.1% | +27.0% |
| YTD | +30.8% | -10.9% | +41.7% | +33.0% |
| 1Y | +36.3% | -15.6% | +51.9% | +40.7% |
| 3Y | +145.0% | +19.3% | +125.7% | +124.7% |
| All | +159.7% | +47.0% | +112.7% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling