-44.3%
TYA vs VT
+65.0%
-109.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | +6.9% | -2.5% | +9.4% | +7.3% |
| 3M | -3.9% | -1.3% | -2.6% | -3.8% |
| 6M | -8.1% | +3.1% | -11.2% | -8.5% |
| YTD | -11.1% | +10.9% | -22.0% | -12.3% |
| 1Y | -11.5% | +12.1% | -23.6% | -12.9% |
| 3Y | +3.2% | +73.9% | -70.7% | -5.2% |
| 5Y | -43.4% | +58.0% | -101.4% | -50.6% |
| All | -44.3% | +65.0% | -109.3% | -51.2% |
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 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