+7.2%
VNQ vs TRI
-10.0%
+17.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.3% | -7.9% | +6.6% | +0.4% |
| 30D | -2.6% | -4.5% | +1.9% | -1.9% |
| 3M | -2.0% | +22.1% | -24.1% | -7.5% |
| 6M | +4.3% | -2.8% | +7.1% | +3.7% |
| YTD | +9.2% | -23.4% | +32.6% | +18.2% |
| 1Y | +5.6% | -41.5% | +47.1% | +27.9% |
| 3Y | +30.8% | -19.2% | +50.1% | +29.7% |
| All | +7.2% | -10.0% | +17.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling