+173.7%
VEA vs TYL
+3,093.2%
-2,919.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +1.7% |
| 7D | +1.0% | -3.7% | +4.6% | +2.1% |
| 30D | +1.9% | +18.7% | -16.8% | -3.8% |
| 3M | +3.2% | +18.1% | -14.9% | -3.4% |
| 6M | +10.2% | -1.1% | +11.4% | +8.6% |
| YTD | +18.9% | -19.8% | +38.7% | +24.3% |
| 1Y | +29.3% | -34.3% | +63.7% | +44.5% |
| 3Y | +76.8% | -8.2% | +85.0% | +71.0% |
| 5Y | +61.2% | -25.4% | +86.6% | +63.0% |
| 10Y | +163.3% | +115.6% | +47.7% | +66.3% |
| All | +173.7% | +3,093.2% | -2,919.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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