+190.0%
TPYP vs VT
+214.8%
-24.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.5% |
| 7D | -7.5% | -4.2% | -3.3% | -4.3% |
| 30D | -1.6% | -5.8% | +4.2% | +3.2% |
| 3M | -1.6% | -5.2% | +3.6% | +2.5% |
| 6M | -3.9% | +0.1% | -4.0% | -5.2% |
| YTD | +18.4% | +8.2% | +10.1% | +8.3% |
| 1Y | +23.0% | +10.1% | +12.9% | +10.7% |
| 3Y | +80.1% | +69.7% | +10.5% | +6.8% |
| 5Y | +116.5% | +53.4% | +63.1% | +40.3% |
| All | +190.0% | +214.8% | -24.8% | -14.3% |
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