-47.7%
TROO vs VT
+224.4%
-272.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.6% |
| 30D | +14.4% | -1.7% | +16.1% | +15.3% |
| 3M | -6.6% | -2.3% | -4.3% | -5.5% |
| 6M | -55.1% | +1.5% | -56.7% | -55.1% |
| YTD | -42.8% | +12.0% | -54.9% | -45.3% |
| 1Y | +41.9% | +12.9% | +29.0% | +35.0% |
| 3Y | -51.8% | +74.9% | -126.8% | -63.8% |
| 5Y | -71.0% | +59.9% | -131.0% | -77.4% |
| 10Y | -47.7% | +224.6% | -272.3% | -63.8% |
| All | -47.7% | +224.4% | -272.1% | -63.8% |
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