+172.2%
TPYP vs VT
+222.8%
-50.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -4.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.8% |
| 30D | +2.5% | -1.4% | +3.9% | +3.5% |
| 3M | -0.2% | -1.4% | +1.2% | +0.7% |
| 6M | -1.4% | +5.5% | -6.8% | -6.7% |
| YTD | +21.9% | +12.8% | +9.0% | +7.9% |
| 1Y | +27.5% | +15.4% | +12.1% | +10.5% |
| 3Y | +85.5% | +76.9% | +8.6% | +7.5% |
| 5Y | +125.0% | +60.4% | +64.6% | +41.5% |
| 10Y | +202.5% | +232.8% | -30.2% | -3.3% |
| All | +172.2% | +222.8% | -50.6% | -14.1% |
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