-93.0%
TUYA vs VT
+79.2%
-172.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.3% |
| 7D | -1.2% | +2.9% | -4.1% | -6.3% |
| 30D | -6.4% | -2.5% | -3.9% | -2.5% |
| 3M | -10.1% | -3.3% | -6.7% | -4.8% |
| 6M | -31.8% | +1.5% | -33.3% | -34.7% |
| YTD | -21.7% | +11.4% | -33.1% | -37.5% |
| 1Y | -22.1% | +11.9% | -34.0% | -38.4% |
| 3Y | +0.7% | +73.9% | -73.2% | -67.7% |
| 5Y | -73.7% | +57.9% | -131.6% | -87.2% |
| All | -93.0% | +79.2% | -172.2% | -98.2% |
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