-22.6%
TYG vs VT
+214.8%
-237.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -0.9% |
| 7D | -11.5% | -4.2% | -7.4% | -6.9% |
| 30D | -8.2% | -5.8% | -2.4% | -1.3% |
| 3M | -12.2% | -5.2% | -7.0% | -6.4% |
| 6M | -24.1% | +0.1% | -24.2% | -25.3% |
| YTD | -3.4% | +8.2% | -11.7% | -15.0% |
| 1Y | -7.0% | +10.1% | -17.1% | -20.2% |
| 3Y | +68.9% | +69.7% | -0.8% | -21.2% |
| 5Y | +95.5% | +53.4% | +42.2% | +4.3% |
| All | -22.6% | +214.8% | -237.4% | -82.7% |
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