+178.6%
TPYP vs VT
+229.9%
-51.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +3.7% | +1.0% | +2.7% | +2.7% |
| 3M | +2.6% | +2.4% | +0.2% | 0.0% |
| 6M | +4.4% | +12.0% | -7.7% | -6.5% |
| YTD | +24.7% | +15.3% | +9.4% | +8.7% |
| 1Y | +26.3% | +22.6% | +3.7% | +4.0% |
| 3Y | +92.4% | +74.7% | +17.7% | +13.3% |
| 5Y | +145.2% | +66.1% | +79.1% | +49.6% |
| 10Y | +196.9% | +225.0% | -28.1% | -3.2% |
| All | +178.6% | +229.9% | -51.3% | -13.5% |
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