+173.5%
TYL vs VT
+231.8%
-58.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.3% |
| 7D | +17.3% | -0.3% | +17.6% | +17.5% |
| 30D | +28.9% | -1.4% | +30.3% | +30.2% |
| 3M | +35.1% | -1.4% | +36.5% | +36.2% |
| 6M | +29.3% | +5.5% | +23.9% | +21.8% |
| YTD | -6.8% | +12.8% | -19.6% | -17.7% |
| 1Y | -9.9% | +15.4% | -25.3% | -22.2% |
| 3Y | +1.7% | +76.9% | -75.2% | -41.5% |
| 5Y | -21.6% | +60.4% | -82.0% | -50.3% |
| 10Y | +173.5% | +232.8% | -59.3% | -5.3% |
| All | +173.5% | +231.8% | -58.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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