-23.0%
TYRA vs VT
+62.8%
-85.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | -5.3% | +2.4% | -7.7% | -8.2% |
| 30D | +7.1% | -1.5% | +8.6% | +9.4% |
| 3M | -20.0% | -4.1% | -15.8% | -15.2% |
| 6M | -44.7% | +0.6% | -45.2% | -45.5% |
| YTD | -23.8% | +11.0% | -34.9% | -35.8% |
| 1Y | +28.4% | +13.3% | +15.1% | +4.5% |
| 3Y | +71.3% | +73.4% | -2.1% | -28.5% |
| 5Y | -27.4% | +57.4% | -84.8% | -62.7% |
| All | -23.0% | +62.8% | -85.8% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling