-92.9%
TUYA vs VT
+78.7%
-171.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.8% |
| 7D | +1.2% | +2.4% | -1.1% | -3.1% |
| 30D | -3.6% | -1.5% | -2.0% | -1.4% |
| 3M | -10.4% | -4.1% | -6.3% | -3.8% |
| 6M | -27.6% | +0.6% | -28.1% | -29.3% |
| YTD | -20.7% | +11.0% | -31.8% | -36.4% |
| 1Y | -18.4% | +13.3% | -31.8% | -37.1% |
| 3Y | +5.6% | +73.4% | -67.8% | -66.0% |
| 5Y | -73.4% | +57.4% | -130.8% | -87.0% |
| All | -92.9% | +78.7% | -171.6% | -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