-34.3%
TYL vs ITOT
+20.8%
-55.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +18.7% | 0.0% | +18.7% | +18.7% |
| 3M | +18.1% | +2.0% | +16.2% | +18.5% |
| 6M | -1.1% | +13.0% | -14.2% | -4.3% |
| YTD | -19.8% | +14.0% | -33.8% | -22.0% |
| 1Y | -34.3% | +19.9% | -54.2% | -38.1% |
| All | -34.3% | +20.8% | -55.1% | -38.1% |
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