-28.0%
TYL vs ITOT
+73.9%
-101.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.9% |
| 7D | -7.6% | +0.7% | -8.3% | -8.1% |
| 30D | +11.3% | -1.1% | +12.4% | +12.5% |
| 3M | +14.5% | +3.9% | +10.6% | +9.7% |
| 6M | -7.1% | +14.7% | -21.9% | -20.3% |
| YTD | -23.4% | +13.3% | -36.7% | -33.2% |
| 1Y | -38.6% | +19.1% | -57.7% | -49.4% |
| 3Y | -11.3% | +77.3% | -88.6% | -55.8% |
| 5Y | -28.0% | +74.1% | -102.0% | -61.5% |
| All | -28.0% | +73.9% | -101.8% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling