-86.6%
TDUP vs VT
+85.6%
-172.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.9% |
| 7D | +6.0% | +1.0% | +4.9% | +4.0% |
| 30D | -16.8% | -0.2% | -16.6% | -16.3% |
| 3M | -45.8% | +4.5% | -50.4% | -50.0% |
| 6M | -26.8% | +14.1% | -40.9% | -42.2% |
| YTD | -58.2% | +14.8% | -73.0% | -66.8% |
| 1Y | -76.0% | +21.2% | -97.2% | -82.7% |
| 3Y | -20.5% | +76.6% | -97.1% | -70.7% |
| 5Y | -86.1% | +66.6% | -152.7% | -94.2% |
| All | -86.6% | +85.6% | -172.3% | -92.7% |
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