-93.2%
TDUP vs VT
+80.1%
-173.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +1.2% |
| 7D | -34.7% | +0.4% | -35.1% | -32.8% |
| 30D | -45.0% | -2.6% | -42.4% | -39.9% |
| 3M | -57.5% | -3.2% | -54.2% | -53.0% |
| 6M | -71.7% | +0.9% | -72.6% | -71.1% |
| YTD | -78.6% | +11.3% | -89.9% | -81.3% |
| 1Y | -82.7% | +14.0% | -96.7% | -85.6% |
| 3Y | -29.5% | +75.8% | -105.3% | -72.9% |
| 5Y | -93.2% | +57.8% | -151.0% | -96.8% |
| All | -93.2% | +80.1% | -173.2% | -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