-80.4%
TRDA vs VT
+61.2%
-141.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -7.3% |
| 7D | -8.2% | +0.4% | -8.6% | -8.4% |
| 30D | -17.3% | -2.6% | -14.7% | -14.3% |
| 3M | -31.7% | -3.2% | -28.5% | -28.7% |
| 6M | -31.4% | +0.9% | -32.4% | -31.8% |
| YTD | -54.4% | +11.3% | -65.7% | -58.8% |
| 1Y | -32.1% | +14.0% | -46.1% | -40.5% |
| 3Y | -70.9% | +75.8% | -146.7% | -83.2% |
| 5Y | -83.9% | +57.8% | -141.7% | -88.4% |
| All | -80.4% | +61.2% | -141.7% | -85.7% |
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