+293.8%
TRV vs VUG
+419.9%
-126.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | -1.5% | -1.9% | +0.4% | -0.7% |
| 30D | -1.8% | -1.6% | -0.3% | -1.2% |
| 3M | +21.6% | +4.4% | +17.2% | +18.8% |
| 6M | +22.5% | +13.2% | +9.3% | +14.9% |
| YTD | +28.1% | +7.5% | +20.7% | +22.9% |
| 1Y | +37.0% | +12.5% | +24.6% | +28.3% |
| 3Y | +141.9% | +86.0% | +55.9% | +72.1% |
| 5Y | +158.5% | +76.5% | +82.0% | +85.7% |
| All | +293.8% | +419.9% | -126.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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