+10.2%
TYRA vs VT
+69.1%
-58.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | 0.0% | +15.3% | +15.3% |
| 7D | +14.9% | +0.4% | +14.4% | +14.1% |
| 30D | +11.4% | +1.0% | +10.5% | +9.8% |
| 3M | +5.4% | +2.4% | +3.0% | +1.6% |
| 6M | -18.8% | +12.0% | -30.8% | -31.9% |
| YTD | +9.0% | +15.3% | -6.4% | -12.9% |
| 1Y | +136.0% | +22.6% | +113.4% | +71.4% |
| 3Y | +91.0% | +74.7% | +16.3% | -20.3% |
| All | +10.2% | +69.1% | -58.9% | -49.4% |
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