+382.8%
VNQ vs TRI
+409.6%
-26.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | -2.6% | -14.4% | +11.7% | +5.6% |
| 30D | -2.3% | -8.1% | +5.8% | +1.4% |
| 3M | -2.8% | +17.5% | -20.3% | -14.0% |
| 6M | +2.5% | -5.0% | +7.5% | -0.2% |
| YTD | +8.4% | -24.7% | +33.1% | +18.0% |
| 1Y | +6.8% | -41.5% | +48.3% | +35.5% |
| 3Y | +29.9% | -20.3% | +50.3% | +30.2% |
| 5Y | +7.2% | -10.9% | +18.1% | -2.0% |
| 10Y | +62.5% | +190.6% | -128.1% | -36.4% |
| All | +382.8% | +409.6% | -26.8% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling