+1.2%
TYL vs ITOT
+77.8%
-76.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -1.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | +26.9% | -3.0% | +29.9% | +28.5% |
| 3M | +33.8% | -2.7% | +36.6% | +35.3% |
| 6M | +28.8% | +2.6% | +26.2% | +26.1% |
| YTD | -7.9% | +11.5% | -19.4% | -14.3% |
| 1Y | -9.8% | +13.5% | -23.3% | -17.1% |
| 3Y | +1.2% | +79.7% | -78.5% | -34.5% |
| All | +1.2% | +77.8% | -76.6% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling