+66.6%
VT vs TRI
-1.9%
+68.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.9% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +1.0% | +7.9% | -6.9% | -0.5% |
| 3M | +2.4% | +24.1% | -21.7% | -2.6% |
| 6M | +12.0% | +3.8% | +8.2% | +10.6% |
| YTD | +15.3% | -16.9% | +32.2% | +22.6% |
| 1Y | +22.6% | -38.4% | +61.0% | +46.1% |
| 3Y | +74.7% | -12.2% | +86.9% | +69.6% |
| All | +66.6% | -1.9% | +68.5% | +42.2% |
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