-43.1%
TYD vs VT
+214.8%
-257.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +0.7% |
| 7D | +3.3% | -4.2% | +7.4% | +2.8% |
| 30D | +10.0% | -5.8% | +15.8% | +9.4% |
| 3M | -3.8% | -5.2% | +1.5% | -4.3% |
| 6M | -7.2% | +0.1% | -7.3% | -7.1% |
| YTD | -11.6% | +8.2% | -19.9% | -10.7% |
| 1Y | -11.5% | +10.1% | -21.6% | -10.4% |
| 3Y | -1.7% | +69.7% | -71.3% | +6.2% |
| 5Y | -54.0% | +53.4% | -107.4% | -52.3% |
| All | -43.1% | +214.8% | -257.9% | -24.3% |
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