-87.1%
TROX vs VT
+58.5%
-145.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -5.9% |
| 7D | +0.4% | +2.9% | -2.5% | -4.9% |
| 30D | -25.1% | -2.5% | -22.6% | -19.7% |
| 3M | -57.5% | -3.3% | -54.2% | -53.7% |
| 6M | -69.8% | +1.5% | -71.4% | -70.0% |
| YTD | -35.9% | +11.4% | -47.2% | -46.1% |
| 1Y | -25.7% | +11.9% | -37.6% | -37.8% |
| 3Y | -73.4% | +73.9% | -147.3% | -89.1% |
| 5Y | -87.1% | +57.9% | -145.0% | -93.9% |
| All | -87.1% | +58.5% | -145.6% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling