-93.9%
TROO vs VT
+345.0%
-438.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.5% |
| 7D | -24.7% | -4.2% | -20.5% | -23.6% |
| 30D | +4.2% | -5.8% | +10.0% | +6.2% |
| 3M | -11.7% | -5.2% | -6.4% | -10.1% |
| 6M | -57.2% | +0.1% | -57.4% | -57.0% |
| YTD | -45.6% | +8.2% | -53.9% | -46.5% |
| 1Y | +46.2% | +10.1% | +36.1% | +43.1% |
| 3Y | -56.2% | +69.7% | -125.8% | -62.7% |
| 5Y | -74.4% | +53.4% | -127.8% | -77.6% |
| 10Y | -46.5% | +219.2% | -265.7% | -59.1% |
| All | -93.9% | +345.0% | -438.9% | -95.9% |
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 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