+215.4%
TAYD price history and return analytics
+229.8%
-14.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | +12.3% | -1.0% | +13.3% | +12.7% |
| 3M | +10.2% | +3.2% | +7.0% | +8.9% |
| 6M | -25.7% | +12.5% | -38.2% | -29.0% |
| YTD | +2.6% | +14.1% | -11.5% | -2.3% |
| 1Y | +26.1% | +18.9% | +7.2% | +18.2% |
| 3Y | +179.1% | +74.1% | +105.0% | +133.0% |
| 5Y | +428.5% | +66.9% | +361.6% | +345.0% |
| All | +215.4% | +229.8% | -14.4% | +133.3% |
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