+3,280.0%
TYL vs ITOT
+896.7%
+2,383.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +18.7% | 0.0% | +18.7% | +18.7% |
| 3M | +18.1% | +2.0% | +16.2% | +15.4% |
| 6M | -1.1% | +13.0% | -14.2% | -12.5% |
| YTD | -19.8% | +14.0% | -33.8% | -29.4% |
| 1Y | -34.3% | +19.9% | -54.2% | -44.9% |
| 3Y | -8.2% | +75.8% | -84.0% | -46.4% |
| 5Y | -25.4% | +73.8% | -99.3% | -55.1% |
| 10Y | +115.6% | +295.9% | -180.3% | -39.3% |
| All | +3,280.0% | +896.7% | +2,383.3% | +274.7% |
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