+113.3%
TYLG vs VT
+85.5%
+27.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -2.7% |
| 7D | -12.4% | -4.2% | -8.3% | -7.7% |
| 30D | -15.3% | -5.8% | -9.5% | -8.8% |
| 3M | -8.6% | -5.2% | -3.4% | -2.4% |
| 6M | -0.4% | +0.1% | -0.6% | 0.0% |
| YTD | +11.0% | +8.2% | +2.7% | +1.8% |
| 1Y | +10.9% | +10.1% | +0.8% | -0.2% |
| 3Y | +69.2% | +69.7% | -0.4% | -3.4% |
| All | +113.3% | +85.5% | +27.7% | +11.2% |
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