-28.2%
TYL vs VTEB
+1.5%
-29.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.7% |
| 7D | -8.6% | -0.7% | -7.9% | -7.7% |
| 30D | +7.5% | -2.1% | +9.6% | +10.7% |
| 3M | +10.9% | -2.7% | +13.6% | +15.2% |
| 6M | -6.7% | -2.1% | -4.6% | -3.9% |
| YTD | -24.5% | -1.1% | -23.4% | -23.4% |
| 1Y | -38.6% | +1.3% | -40.0% | -39.9% |
| 3Y | -12.6% | +9.0% | -21.6% | -25.1% |
| 5Y | -28.2% | +1.5% | -29.7% | -38.5% |
| All | -28.2% | +1.5% | -29.7% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling