-91.8%
TUYA vs VT
+85.6%
-177.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | -0.3% |
| 30D | +8.6% | +1.0% | +7.6% | +6.8% |
| 3M | -6.0% | +2.4% | -8.4% | -10.4% |
| 6M | -20.9% | +12.0% | -32.9% | -36.9% |
| YTD | -8.1% | +15.3% | -23.4% | -30.7% |
| 1Y | -21.8% | +22.6% | -44.4% | -47.7% |
| 3Y | +8.3% | +74.7% | -66.4% | -65.0% |
| 5Y | -83.2% | +66.1% | -149.3% | -92.5% |
| All | -91.8% | +85.6% | -177.4% | -98.0% |
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