-43.0%
TYA vs VT
+71.5%
-114.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -2.9% | +1.0% | -3.9% | -3.1% |
| 3M | -4.3% | +2.4% | -6.7% | -4.7% |
| 6M | -10.7% | +12.0% | -22.7% | -12.1% |
| YTD | -8.9% | +15.3% | -24.3% | -10.7% |
| 1Y | -9.4% | +22.6% | -32.0% | -11.9% |
| 3Y | -1.3% | +74.7% | -76.0% | -9.5% |
| All | -43.0% | +71.5% | -114.5% | -50.3% |
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