-70.4%
TYGO vs VT
+69.4%
-139.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.6% | -4.1% | -23.5% | -19.8% |
| 7D | -24.3% | -4.2% | -20.1% | -15.8% |
| 30D | -16.5% | -5.8% | -10.7% | -4.5% |
| 3M | -44.0% | -5.2% | -38.8% | -36.7% |
| 6M | -86.0% | +0.1% | -86.1% | -85.5% |
| YTD | -47.7% | +8.2% | -55.9% | -52.2% |
| 1Y | -68.9% | +10.1% | -79.0% | -72.3% |
| All | -70.4% | +69.4% | -139.8% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling