+329.6%
TY price history and return analytics
+363.9%
-34.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | -0.2% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | +1.1% | -1.4% | +2.5% | +2.3% |
| 3M | -2.0% | -1.4% | -0.6% | -1.0% |
| 6M | +4.8% | +5.5% | -0.6% | 0.0% |
| YTD | +10.3% | +12.8% | -2.5% | -0.8% |
| 1Y | +7.1% | +15.4% | -8.3% | -5.5% |
| 3Y | +46.5% | +76.9% | -30.4% | -10.0% |
| 5Y | +20.8% | +60.4% | -39.6% | -19.8% |
| 10Y | +154.9% | +232.8% | -77.9% | -8.0% |
| All | +329.6% | +363.9% | -34.3% | +13.3% |
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 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