-81.0%
TRDA vs VT
+56.8%
-137.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.1% | -6.0% | -5.0% |
| 7D | +3.4% | -4.2% | +7.6% | +9.4% |
| 30D | -16.1% | -5.8% | -10.3% | -9.2% |
| 3M | -35.6% | -5.2% | -30.3% | -30.7% |
| 6M | -71.1% | +0.1% | -71.2% | -70.5% |
| YTD | -55.7% | +8.2% | -64.0% | -58.5% |
| 1Y | -34.4% | +10.1% | -44.6% | -40.0% |
| 3Y | -72.7% | +69.7% | -142.3% | -83.5% |
| 5Y | -81.6% | +53.4% | -135.0% | -86.3% |
| All | -81.0% | +56.8% | -137.8% | -85.6% |
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 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