+153.3%
TYG vs VT
+66.2%
+87.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | +0.4% | -2.8% | -2.7% |
| 30D | +2.4% | +1.0% | +1.5% | +1.6% |
| 3M | +0.6% | +2.4% | -1.8% | -1.6% |
| 6M | -9.5% | +12.0% | -21.5% | -18.2% |
| YTD | +12.7% | +15.3% | -2.6% | -0.9% |
| 1Y | +12.1% | +22.6% | -10.5% | -6.7% |
| 3Y | +91.5% | +74.7% | +16.9% | +15.5% |
| All | +153.3% | +66.2% | +87.2% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling