+6,411.5%
TRV vs VMC
+3,191.4%
+3,220.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -4.9% | -9.1% | +4.2% | -1.9% |
| 3M | +23.7% | -4.1% | +27.9% | +24.9% |
| 6M | +20.3% | -5.5% | +25.8% | +21.6% |
| YTD | +27.1% | -8.9% | +36.0% | +29.3% |
| 1Y | +35.3% | -12.9% | +48.3% | +39.6% |
| 3Y | +139.8% | +22.1% | +117.7% | +117.5% |
| 5Y | +153.9% | +52.7% | +101.1% | +109.7% |
| 10Y | +285.9% | +152.7% | +133.1% | +155.6% |
| All | +6,411.5% | +3,191.4% | +3,220.0% | +1,937.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling