+302.0%
TRV vs VNQ
+64.0%
+238.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.6% |
| 7D | +1.9% | -1.3% | +3.2% | +2.8% |
| 30D | +1.7% | -2.6% | +4.3% | +3.4% |
| 3M | +23.9% | -2.0% | +25.9% | +25.5% |
| 6M | +26.3% | +4.3% | +21.9% | +22.8% |
| YTD | +30.8% | +9.2% | +21.6% | +23.4% |
| 1Y | +36.3% | +5.6% | +30.7% | +31.3% |
| 3Y | +145.0% | +30.8% | +114.2% | +102.5% |
| 5Y | +163.9% | +8.0% | +155.9% | +143.4% |
| All | +302.0% | +64.0% | +238.0% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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