+104.0%
TYL vs ITOT
+293.9%
-189.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.0% |
| 7D | -8.6% | -0.4% | -8.2% | -8.3% |
| 30D | +7.5% | -1.6% | +9.1% | +9.0% |
| 3M | +10.9% | +3.5% | +7.4% | +7.2% |
| 6M | -6.7% | +13.1% | -19.8% | -17.1% |
| YTD | -24.5% | +12.7% | -37.2% | -32.6% |
| 1Y | -38.6% | +18.3% | -56.9% | -47.6% |
| 3Y | -12.6% | +76.4% | -89.0% | -48.9% |
| 5Y | -28.2% | +73.8% | -102.0% | -56.8% |
| 10Y | +104.0% | +301.2% | -197.2% | -37.5% |
| All | +104.0% | +293.9% | -189.9% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling