+11.2%
TYD vs VT
+610.0%
-598.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.1% | -1.6% | +2.7% | +0.6% |
| 30D | +7.4% | -2.5% | +9.9% | +6.7% |
| 3M | -4.8% | -1.3% | -3.5% | -5.2% |
| 6M | -10.3% | +3.1% | -13.4% | -9.5% |
| YTD | -13.9% | +10.9% | -24.9% | -11.3% |
| 1Y | -14.9% | +12.1% | -26.9% | -12.0% |
| 3Y | -4.2% | +73.9% | -78.1% | +14.1% |
| 5Y | -53.7% | +58.0% | -111.7% | -47.2% |
| 10Y | -44.2% | +225.5% | -269.6% | -7.7% |
| All | +11.2% | +610.0% | -598.9% | +187.8% |
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