-92.5%
TDUP vs VT
+79.2%
-171.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.6% | +10.1% |
| 7D | -25.5% | -0.1% | -25.4% | -22.6% |
| 30D | -39.9% | -3.1% | -36.9% | -33.9% |
| 3M | -53.9% | -3.5% | -50.4% | -48.8% |
| 6M | -69.1% | +0.5% | -69.6% | -68.2% |
| YTD | -76.7% | +10.8% | -87.5% | -79.5% |
| 1Y | -80.7% | +11.9% | -92.6% | -83.3% |
| 3Y | -25.1% | +73.0% | -98.1% | -70.4% |
| 5Y | -92.2% | +58.6% | -150.8% | -96.3% |
| All | -92.5% | +79.2% | -171.7% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling