-19.7%
TYRA vs VT
+58.7%
-78.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +2.7% |
| 7D | -2.7% | -4.2% | +1.4% | +3.1% |
| 30D | +3.2% | -5.8% | +9.0% | +12.1% |
| 3M | -18.7% | -5.2% | -13.5% | -12.6% |
| 6M | -38.4% | +0.1% | -38.6% | -39.2% |
| YTD | -20.5% | +8.2% | -28.8% | -30.7% |
| 1Y | +41.0% | +10.1% | +30.8% | +19.3% |
| 3Y | +53.8% | +69.7% | -15.8% | -33.9% |
| 5Y | -26.4% | +53.4% | -79.8% | -60.8% |
| All | -19.7% | +58.7% | -78.3% | -59.8% |
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