-77.3%
TRDA vs VT
+62.3%
-139.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.2% |
| 7D | +7.5% | -0.7% | +8.2% | +8.6% |
| 30D | -1.1% | -1.7% | +0.7% | +1.3% |
| 3M | -22.7% | -2.3% | -20.4% | -20.2% |
| 6M | -22.3% | +1.5% | -23.8% | -23.3% |
| YTD | -47.1% | +12.0% | -59.1% | -52.6% |
| 1Y | -29.4% | +12.9% | -42.2% | -37.5% |
| 3Y | -67.3% | +74.9% | -142.2% | -81.1% |
| 5Y | -83.3% | +59.9% | -143.2% | -88.0% |
| All | -77.3% | +62.3% | -139.6% | -83.6% |
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