-68.7%
TYO vs VT
+638.2%
-706.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +3.5% | +1.0% | +2.5% | +3.1% |
| 3M | +6.5% | +2.4% | +4.1% | +5.6% |
| 6M | +16.5% | +12.0% | +4.5% | +12.2% |
| YTD | +14.5% | +15.3% | -0.8% | +9.3% |
| 1Y | +16.9% | +22.6% | -5.7% | +9.4% |
| 3Y | +17.4% | +74.7% | -57.3% | -3.1% |
| 5Y | +107.0% | +66.1% | +40.9% | +72.4% |
| 10Y | +31.3% | +225.0% | -193.7% | -22.0% |
| All | -68.7% | +638.2% | -706.9% | -88.0% |
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