+12.7%
TYLD vs VT
+61.1%
-48.5%
-1.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | +0.3% | -2.5% | +2.8% | +0.3% |
| 3M | +1.0% | -1.3% | +2.3% | +1.0% |
| 6M | +2.0% | +3.1% | -1.1% | +2.0% |
| YTD | +3.0% | +10.9% | -8.0% | +2.9% |
| 1Y | +3.6% | +12.1% | -8.4% | +3.6% |
| All | +12.7% | +61.1% | -48.5% | +11.9% |
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