+377.4%
VT vs TRI
+428.2%
-50.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +2.5% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +1.0% | +7.9% | -6.9% | -3.1% |
| 3M | +2.4% | +24.1% | -21.7% | -10.2% |
| 6M | +12.0% | +3.8% | +8.2% | +4.9% |
| YTD | +15.3% | -16.9% | +32.2% | +19.1% |
| 1Y | +22.6% | -38.4% | +61.0% | +48.7% |
| 3Y | +74.7% | -12.2% | +86.9% | +67.4% |
| 5Y | +66.1% | -1.8% | +67.9% | +46.7% |
| 10Y | +225.0% | +207.6% | +17.4% | +38.1% |
| All | +377.4% | +428.2% | -50.7% | +24.5% |
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