+160.0%
VEA vs TYL
+3,568.2%
-3,408.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +0.4% | +3.5% | -3.1% | -0.7% |
| 30D | -0.7% | +26.9% | -27.5% | -8.3% |
| 3M | -3.9% | +33.8% | -37.7% | -13.3% |
| 6M | -0.6% | +28.8% | -29.4% | -10.3% |
| YTD | +12.9% | -7.9% | +20.8% | +12.2% |
| 1Y | +18.4% | -9.8% | +28.1% | +18.4% |
| 3Y | +75.3% | +1.2% | +74.1% | +64.1% |
| 5Y | +54.3% | -22.8% | +77.1% | +54.6% |
| 10Y | +158.0% | +168.8% | -10.8% | +49.9% |
| All | +160.0% | +3,568.2% | -3,408.3% | -59.9% |
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