-93.2%
TYGO vs VT
+59.8%
-152.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -3.4% |
| 7D | -32.4% | -0.7% | -31.7% | -31.1% |
| 30D | -24.1% | -1.7% | -22.3% | -21.8% |
| 3M | -46.1% | -2.3% | -43.8% | -44.1% |
| 6M | -84.3% | +1.5% | -85.8% | -84.1% |
| YTD | -51.2% | +12.0% | -63.2% | -54.1% |
| 1Y | -69.9% | +12.9% | -82.8% | -71.8% |
| 3Y | -65.8% | +74.9% | -140.7% | -73.3% |
| 5Y | -93.2% | +59.9% | -153.1% | -94.7% |
| All | -93.2% | +59.8% | -152.9% | -94.7% |
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