+57.1%
TYG vs VT
+356.1%
-299.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +2.9% | -1.6% | +4.5% | +4.6% |
| 30D | +5.2% | -2.5% | +7.7% | +7.9% |
| 3M | -3.7% | -1.3% | -2.4% | -2.6% |
| 6M | -15.0% | +3.1% | -18.1% | -18.4% |
| YTD | +7.6% | +10.9% | -3.3% | -5.0% |
| 1Y | +1.7% | +12.1% | -10.3% | -11.3% |
| 3Y | +88.2% | +73.9% | +14.3% | +2.4% |
| 5Y | +115.6% | +58.0% | +57.6% | +28.9% |
| 10Y | -12.3% | +225.5% | -237.8% | -70.5% |
| All | +57.1% | +356.1% | -299.0% | -69.9% |
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