+1.4%
TUYA vs VT
+69.4%
-68.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +4.8% |
| 7D | -1.8% | -4.2% | +2.4% | +3.8% |
| 30D | -5.8% | -5.8% | 0.0% | +1.9% |
| 3M | -6.3% | -5.2% | -1.1% | +0.6% |
| 6M | -31.8% | +0.1% | -31.9% | -32.6% |
| YTD | -20.7% | +8.2% | -29.0% | -30.0% |
| 1Y | -25.3% | +10.1% | -35.5% | -35.8% |
| All | +1.4% | +69.4% | -68.0% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling