+188.9%
TPYP vs VT
+215.5%
-26.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -8.0% | -2.3% | -5.7% | -6.3% |
| 30D | -0.8% | -5.0% | +4.2% | +3.3% |
| 3M | -3.1% | -4.9% | +1.8% | +0.7% |
| 6M | -2.0% | -1.5% | -0.5% | -1.8% |
| YTD | +17.9% | +8.5% | +9.4% | +7.6% |
| 1Y | +21.4% | +11.4% | +10.1% | +8.1% |
| 3Y | +81.2% | +70.1% | +11.1% | +7.2% |
| 5Y | +115.6% | +53.7% | +61.9% | +39.5% |
| All | +188.9% | +215.5% | -26.6% | -14.8% |
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