+3,782.8%
TYL vs ITOT
+874.9%
+2,907.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -2.7% |
| 7D | +3.5% | +0.2% | +3.3% | +3.1% |
| 30D | +26.9% | -3.0% | +29.9% | +29.8% |
| 3M | +33.8% | -2.7% | +36.6% | +36.4% |
| 6M | +28.8% | +2.6% | +26.2% | +24.3% |
| YTD | -7.9% | +11.5% | -19.4% | -17.7% |
| 1Y | -9.8% | +13.5% | -23.3% | -20.8% |
| 3Y | +1.2% | +79.7% | -78.5% | -42.6% |
| 5Y | -22.8% | +64.2% | -87.0% | -51.4% |
| 10Y | +168.8% | +290.2% | -121.4% | -23.7% |
| All | +3,782.8% | +874.9% | +2,907.9% | +336.5% |
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 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