-22.4%
TYG vs VOO
+317.9%
-340.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.6% | +0.4% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -5.3% | -3.3% | -2.0% | -1.9% |
| 3M | -10.2% | -2.4% | -7.8% | -7.9% |
| 6M | -14.8% | +2.6% | -17.4% | -17.8% |
| YTD | +0.5% | +11.3% | -10.8% | -12.1% |
| 1Y | -1.9% | +13.4% | -15.3% | -16.2% |
| 3Y | +83.5% | +80.3% | +3.2% | -10.8% |
| 5Y | +101.4% | +72.7% | +28.7% | +1.5% |
| 10Y | -22.4% | +310.0% | -332.5% | -84.7% |
| All | -22.4% | +317.9% | -340.3% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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