+3,239.7%
TYL vs VIG
+623.5%
+2,616.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.6% |
| 7D | -3.7% | -0.4% | -3.2% | -3.3% |
| 30D | +18.7% | -1.0% | +19.7% | +19.9% |
| 3M | +18.1% | +2.8% | +15.4% | +15.1% |
| 6M | -1.1% | +8.2% | -9.3% | -8.7% |
| YTD | -19.8% | +11.0% | -30.8% | -27.7% |
| 1Y | -34.3% | +16.1% | -50.5% | -43.4% |
| 3Y | -8.2% | +56.2% | -64.4% | -40.9% |
| 5Y | -25.4% | +63.0% | -88.4% | -52.9% |
| 10Y | +115.6% | +241.4% | -125.8% | -35.1% |
| All | +3,239.7% | +623.5% | +2,616.2% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling