-95.7%
TNYA vs VT
+70.8%
-166.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -1.9% |
| 7D | -3.2% | +1.0% | -4.2% | -5.1% |
| 30D | -8.8% | -0.2% | -8.6% | -8.4% |
| 3M | -3.4% | +4.5% | -7.9% | -12.1% |
| 6M | -25.3% | +14.1% | -39.4% | -42.6% |
| YTD | -6.9% | +14.8% | -21.6% | -29.7% |
| 1Y | -52.6% | +21.2% | -73.8% | -67.3% |
| 3Y | -78.6% | +76.6% | -155.2% | -92.2% |
| 5Y | -97.3% | +66.6% | -163.9% | -98.6% |
| All | -95.7% | +70.8% | -166.4% | -97.9% |
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