+3,851.0%
TYL vs ITOT
+883.6%
+2,967.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | +25.2% | -2.0% | +27.2% | +26.9% |
| 3M | +31.8% | -1.5% | +33.3% | +32.8% |
| 6M | +36.3% | +3.3% | +33.0% | +30.6% |
| YTD | -6.3% | +12.5% | -18.7% | -17.0% |
| 1Y | -9.5% | +12.6% | -22.1% | -20.0% |
| 3Y | +1.6% | +78.6% | -77.0% | -42.0% |
| 5Y | -21.8% | +67.0% | -88.8% | -51.5% |
| 10Y | +183.3% | +292.0% | -108.7% | -19.9% |
| All | +3,851.0% | +883.6% | +2,967.4% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling