-93.6%
TDUP vs VT
+75.5%
-169.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +0.2% | -11.6% | -11.8% |
| 7D | -38.2% | -2.3% | -35.9% | -33.1% |
| 30D | -42.1% | -5.0% | -37.2% | -33.9% |
| 3M | -58.7% | -4.9% | -53.8% | -52.8% |
| 6M | -74.5% | -1.5% | -73.0% | -72.8% |
| YTD | -79.9% | +8.5% | -88.4% | -81.6% |
| 1Y | -83.7% | +11.4% | -95.0% | -85.7% |
| 3Y | -62.6% | +70.1% | -132.7% | -84.7% |
| 5Y | -93.4% | +53.7% | -147.1% | -96.7% |
| All | -93.6% | +75.5% | -169.1% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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