-9.9%
TYL vs ITOT
+14.7%
-24.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.1% | +4.8% |
| 7D | +17.3% | -0.7% | +17.9% | +17.2% |
| 30D | +28.9% | -1.1% | +30.0% | +28.8% |
| 3M | +35.1% | -0.8% | +35.9% | +34.9% |
| 6M | +29.3% | +7.0% | +22.3% | +27.2% |
| YTD | -6.8% | +13.3% | -20.1% | -8.1% |
| 1Y | -9.9% | +14.8% | -24.7% | -11.1% |
| All | -9.9% | +14.7% | -24.6% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling