+53.0%
TRX vs VT
+223.7%
-170.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +2.4% |
| 7D | +9.8% | +0.4% | +9.4% | +9.6% |
| 30D | -13.7% | -2.6% | -11.1% | -11.9% |
| 3M | -3.8% | -3.2% | -0.6% | -1.2% |
| 6M | -19.8% | +0.9% | -20.8% | -19.3% |
| YTD | +9.8% | +11.3% | -1.5% | +5.7% |
| 1Y | +68.3% | +14.0% | +54.3% | +60.5% |
| 3Y | +159.0% | +75.8% | +83.1% | +100.8% |
| 5Y | +119.6% | +57.8% | +61.7% | +75.5% |
| 10Y | +53.0% | +219.8% | -166.8% | -55.2% |
| All | +53.0% | +223.7% | -170.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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