+76.5%
VUG vs TRI
-11.1%
+87.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -1.9% | -14.4% | +12.5% | +2.0% |
| 30D | -1.6% | -8.1% | +6.6% | +0.3% |
| 3M | +4.4% | +17.5% | -13.2% | -2.2% |
| 6M | +13.2% | -5.0% | +18.2% | +13.2% |
| YTD | +7.5% | -24.7% | +32.2% | +19.2% |
| 1Y | +12.5% | -41.5% | +54.0% | +42.0% |
| 3Y | +86.0% | -20.3% | +106.3% | +78.4% |
| 5Y | +76.5% | -10.9% | +87.4% | +43.6% |
| All | +76.5% | -11.1% | +87.6% | +43.6% |
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 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