-20.7%
TYG price history and return analytics
+221.8%
-242.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.8% |
| 7D | +6.2% | +2.4% | +3.9% | +3.1% |
| 30D | -0.8% | -1.5% | +0.7% | +0.8% |
| 3M | -9.2% | -4.1% | -5.1% | -4.6% |
| 6M | -11.6% | +0.6% | -12.1% | -13.3% |
| YTD | +3.6% | +11.0% | -7.4% | -11.7% |
| 1Y | -1.8% | +13.3% | -15.1% | -18.7% |
| 3Y | +90.1% | +73.4% | +16.7% | -13.6% |
| 5Y | +108.0% | +57.4% | +50.6% | +7.3% |
| All | -20.7% | +221.8% | -242.4% | -83.0% |
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