+224.6%
VT vs TRI
+221.6%
+3.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | -7.2% | +6.5% | +1.2% |
| 30D | -1.7% | +4.4% | -6.1% | -3.6% |
| 3M | -2.3% | +4.5% | -6.8% | -4.7% |
| 6M | +1.5% | +23.7% | -22.2% | -8.0% |
| YTD | +12.0% | -14.4% | +26.4% | +15.7% |
| 1Y | +12.9% | -17.4% | +30.2% | +18.3% |
| 3Y | +74.9% | -11.0% | +85.9% | +69.6% |
| 5Y | +59.9% | +0.7% | +59.2% | +42.8% |
| 10Y | +224.6% | +224.0% | +0.6% | +73.6% |
| All | +224.6% | +221.6% | +3.1% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling