+5.5%
TRX vs VT
+224.5%
-219.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -4.9% | -4.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +21.1% | +1.0% | +20.1% | +20.4% |
| 3M | +9.5% | +2.4% | +7.1% | +8.5% |
| 6M | -34.7% | +12.0% | -46.7% | -38.3% |
| YTD | +25.0% | +15.3% | +9.7% | +16.9% |
| 1Y | +187.5% | +22.6% | +164.9% | +161.7% |
| 3Y | +194.9% | +74.7% | +120.2% | +124.7% |
| 5Y | +167.4% | +66.1% | +101.3% | +105.2% |
| All | +5.5% | +224.5% | -219.0% | -60.6% |
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