-13.9%
TYG vs VT
+224.5%
-238.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | +0.4% | -2.8% | -2.9% |
| 30D | +2.4% | +1.0% | +1.5% | +1.1% |
| 3M | +0.6% | +2.4% | -1.8% | -3.1% |
| 6M | -9.5% | +12.0% | -21.5% | -23.2% |
| YTD | +12.7% | +15.3% | -2.6% | -8.2% |
| 1Y | +12.1% | +22.6% | -10.5% | -16.0% |
| 3Y | +91.5% | +74.7% | +16.9% | -13.0% |
| 5Y | +151.7% | +66.1% | +85.5% | +21.3% |
| All | -13.9% | +224.5% | -238.4% | -80.8% |
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 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