-17.2%
TYRA vs VT
+65.4%
-82.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.7% |
| 7D | -1.0% | -0.3% | -0.7% | -0.6% |
| 30D | +2.8% | -1.4% | +4.3% | +4.9% |
| 3M | -33.8% | -1.4% | -32.4% | -32.6% |
| 6M | -38.7% | +5.5% | -44.2% | -43.7% |
| YTD | -18.1% | +12.8% | -31.0% | -32.5% |
| 1Y | +43.5% | +15.4% | +28.1% | +13.7% |
| 3Y | +58.5% | +76.9% | -18.4% | -35.7% |
| 5Y | -31.3% | +60.4% | -91.7% | -65.8% |
| All | -17.2% | +65.4% | -82.6% | -60.8% |
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 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