-86.0%
TYGO vs VT
+0.4%
-86.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.6% | -4.1% | -23.5% | -17.7% |
| 7D | -24.3% | -4.2% | -20.1% | -13.7% |
| 30D | -16.5% | -5.8% | -10.7% | -2.2% |
| 3M | -44.0% | -5.2% | -38.8% | -35.0% |
| 6M | -86.0% | +0.1% | -86.1% | -84.4% |
| All | -86.0% | +0.4% | -86.4% | -84.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling