-41.7%
TROO vs VT
+217.6%
-259.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.4% | -4.6% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | +13.2% | -3.1% | +16.3% | +15.1% |
| 3M | -1.5% | -3.5% | +2.0% | +0.4% |
| 6M | -52.4% | +0.5% | -52.9% | -52.1% |
| YTD | -38.4% | +10.8% | -49.2% | -40.7% |
| 1Y | +58.9% | +11.9% | +47.0% | +52.1% |
| 3Y | -48.2% | +73.0% | -121.1% | -60.7% |
| 5Y | -68.7% | +58.6% | -127.3% | -75.4% |
| 10Y | -41.7% | +219.2% | -260.9% | -56.9% |
| All | -41.7% | +217.6% | -259.4% | -56.9% |
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