+180.8%
TYL vs ITOT
+286.7%
-105.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | +28.0% | -3.4% | +31.4% | +31.1% |
| 3M | +32.3% | -3.1% | +35.4% | +35.1% |
| 6M | +29.9% | +2.2% | +27.7% | +25.9% |
| YTD | -7.1% | +11.0% | -18.1% | -16.5% |
| 1Y | -9.2% | +11.4% | -20.6% | -18.7% |
| 3Y | +0.7% | +76.4% | -75.6% | -41.6% |
| 5Y | -21.1% | +65.1% | -86.2% | -50.9% |
| 10Y | +180.8% | +287.4% | -106.6% | -17.5% |
| All | +180.8% | +286.7% | -105.8% | -17.5% |
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