-89.9%
TYGO vs VT
+62.9%
-152.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +7.5% |
| 7D | +7.6% | -0.3% | +7.9% | +8.0% |
| 30D | +15.5% | -1.4% | +17.0% | +17.1% |
| 3M | -51.1% | -1.4% | -49.7% | -50.4% |
| 6M | -78.6% | +5.5% | -84.1% | -79.4% |
| YTD | -27.8% | +12.8% | -40.6% | -33.3% |
| 1Y | -55.5% | +15.4% | -70.9% | -59.5% |
| 3Y | -60.3% | +76.9% | -137.1% | -69.4% |
| 5Y | -89.9% | +60.4% | -150.3% | -92.3% |
| All | -89.9% | +62.9% | -152.8% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling