-89.1%
TYGO vs VT
+66.2%
-155.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -1.8% | +0.4% | -2.3% | -2.2% |
| 30D | -17.1% | +1.0% | -18.0% | -17.7% |
| 3M | -70.1% | +2.4% | -72.5% | -70.5% |
| 6M | -70.8% | +12.0% | -82.8% | -73.2% |
| YTD | -22.5% | +15.3% | -37.8% | -29.8% |
| 1Y | -27.2% | +22.6% | -49.8% | -36.4% |
| 3Y | -88.2% | +74.7% | -162.8% | -91.0% |
| All | -89.1% | +66.2% | -155.3% | -91.8% |
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