-70.9%
TRON vs VT
+70.3%
-141.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -3.0% |
| 7D | +10.7% | +0.4% | +10.3% | +9.4% |
| 30D | +15.5% | -2.6% | +18.1% | +22.2% |
| 3M | -4.6% | -3.2% | -1.4% | +2.5% |
| 6M | -35.0% | +0.9% | -35.9% | -36.8% |
| YTD | +16.9% | +11.3% | +5.6% | -10.1% |
| 1Y | -35.6% | +14.0% | -49.6% | -53.4% |
| 3Y | -22.5% | +75.8% | -98.3% | -69.6% |
| All | -70.9% | +70.3% | -141.2% | -88.5% |
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 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