-11.3%
TYL vs VTEB
+9.6%
-20.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.4% |
| 7D | -7.6% | -0.2% | -7.4% | -7.4% |
| 30D | +11.3% | -1.6% | +12.9% | +13.3% |
| 3M | +14.5% | -2.0% | +16.5% | +16.9% |
| 6M | -7.1% | -1.7% | -5.5% | -5.4% |
| YTD | -23.4% | -0.6% | -22.8% | -22.9% |
| 1Y | -38.6% | +1.8% | -40.4% | -39.9% |
| 3Y | -11.3% | +9.6% | -20.9% | -25.9% |
| All | -11.3% | +9.6% | -20.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling