+168.8%
TYL vs VIG
+267.0%
-98.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -2.8% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | +26.9% | +4.3% | +22.6% | +22.0% |
| 3M | +33.8% | +2.0% | +31.8% | +31.2% |
| 6M | +28.8% | +10.2% | +18.6% | +17.6% |
| YTD | -7.9% | +14.8% | -22.7% | -19.1% |
| 1Y | -9.8% | +17.5% | -27.2% | -22.5% |
| 3Y | +1.2% | +67.4% | -66.2% | -38.0% |
| 5Y | -22.8% | +63.4% | -86.2% | -50.9% |
| 10Y | +168.8% | +259.9% | -91.1% | -20.1% |
| All | +168.8% | +267.0% | -98.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling