-95.8%
TNYA vs VT
+69.7%
-165.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -3.1% |
| 7D | -6.3% | -1.1% | -5.2% | -4.2% |
| 30D | -16.2% | -1.0% | -15.2% | -14.6% |
| 3M | -11.1% | +3.2% | -14.3% | -16.9% |
| 6M | -25.5% | +12.5% | -38.0% | -41.2% |
| YTD | -10.1% | +14.1% | -24.2% | -31.3% |
| 1Y | -50.0% | +18.9% | -68.9% | -64.1% |
| 3Y | -80.4% | +74.1% | -154.5% | -92.6% |
| 5Y | -97.3% | +66.9% | -164.2% | -98.6% |
| All | -95.8% | +69.7% | -165.6% | -98.0% |
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