+104.9%
TYO vs VT
+53.2%
+51.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -1.6% |
| 7D | -2.7% | -4.2% | +1.5% | -3.4% |
| 30D | -8.7% | -5.8% | -2.9% | -9.7% |
| 3M | +4.7% | -5.2% | +10.0% | +3.8% |
| 6M | +9.2% | +0.1% | +9.1% | +9.4% |
| YTD | +15.9% | +8.2% | +7.7% | +17.6% |
| 1Y | +16.8% | +10.1% | +6.7% | +18.8% |
| 3Y | +9.9% | +69.7% | -59.8% | +21.1% |
| 5Y | +104.9% | +53.4% | +51.5% | +146.1% |
| All | +104.9% | +53.2% | +51.7% | +146.1% |
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