-92.3%
TYGO vs VT
+60.7%
-153.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +1.0% |
| 7D | -13.3% | +0.4% | -13.7% | -12.3% |
| 30D | -14.5% | -2.6% | -11.9% | -11.3% |
| 3M | -37.7% | -3.2% | -34.5% | -34.9% |
| 6M | -82.2% | +0.9% | -83.1% | -81.9% |
| YTD | -44.9% | +11.3% | -56.2% | -47.9% |
| 1Y | -65.8% | +14.0% | -79.8% | -68.1% |
| 3Y | -65.5% | +75.8% | -141.3% | -72.7% |
| 5Y | -92.3% | +57.8% | -150.1% | -94.0% |
| All | -92.3% | +60.7% | -153.0% | -93.9% |
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 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