+116.5%
TPYP vs VT
+53.2%
+63.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -0.7% |
| 7D | -7.5% | -4.2% | -3.3% | -5.4% |
| 30D | -1.6% | -5.8% | +4.2% | +1.5% |
| 3M | -1.6% | -5.2% | +3.6% | +1.1% |
| 6M | -3.9% | +0.1% | -4.0% | -4.8% |
| YTD | +18.4% | +8.2% | +10.1% | +11.3% |
| 1Y | +23.0% | +10.1% | +12.9% | +14.3% |
| 3Y | +80.1% | +69.7% | +10.5% | +23.9% |
| 5Y | +116.5% | +53.4% | +63.1% | +56.0% |
| All | +116.5% | +53.2% | +63.3% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling