+14.9%
TYD vs VT
+638.2%
-623.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -0.9% | +0.4% | -1.4% | -0.8% |
| 30D | -3.1% | +1.0% | -4.1% | -2.8% |
| 3M | -5.4% | +2.4% | -7.8% | -4.8% |
| 6M | -12.9% | +12.0% | -24.9% | -10.1% |
| YTD | -11.0% | +15.3% | -26.3% | -7.3% |
| 1Y | -11.5% | +22.6% | -34.0% | -6.0% |
| 3Y | -8.9% | +74.7% | -83.5% | +8.4% |
| 5Y | -55.2% | +66.1% | -121.3% | -48.0% |
| 10Y | -44.2% | +225.0% | -269.2% | -8.6% |
| All | +14.9% | +638.2% | -623.3% | +200.8% |
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