-68.8%
TROX vs VT
+382.1%
-450.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.6% | +6.0% |
| 7D | -16.2% | -0.1% | -16.0% | -14.2% |
| 30D | -21.5% | -3.1% | -18.4% | -15.6% |
| 3M | -54.2% | -3.5% | -50.7% | -50.4% |
| 6M | -67.3% | +0.5% | -67.7% | -66.8% |
| YTD | -30.2% | +10.8% | -41.0% | -39.4% |
| 1Y | -19.4% | +11.9% | -31.3% | -30.9% |
| 3Y | -71.0% | +73.0% | -144.0% | -87.0% |
| 5Y | -85.6% | +58.6% | -144.2% | -92.3% |
| 10Y | -60.1% | +219.2% | -279.3% | -90.7% |
| All | -68.8% | +382.1% | -450.9% | -94.1% |
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