-43.8%
TYD vs VT
+231.8%
-275.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.7% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +9.5% | -1.4% | +10.9% | +9.4% |
| 3M | -4.7% | -1.4% | -3.3% | -4.9% |
| 6M | -7.9% | +5.5% | -13.4% | -7.3% |
| YTD | -12.6% | +12.8% | -25.4% | -11.4% |
| 1Y | -13.7% | +15.4% | -29.1% | -12.2% |
| 3Y | -2.7% | +76.9% | -79.6% | +5.4% |
| 5Y | -53.7% | +60.4% | -114.1% | -51.8% |
| 10Y | -43.8% | +232.8% | -276.5% | -25.9% |
| All | -43.8% | +231.8% | -275.6% | -25.9% |
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