-39.3%
VG vs TYL
-38.4%
-0.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | +1.7% | -3.7% | +5.4% | +2.5% |
| 30D | +16.0% | +18.7% | -2.7% | +11.3% |
| 3M | +9.7% | +18.1% | -8.4% | +4.6% |
| 6M | +29.6% | -1.1% | +30.7% | +31.2% |
| YTD | +112.0% | -19.8% | +131.8% | +137.8% |
| 1Y | +12.8% | -34.3% | +47.1% | +44.5% |
| All | -39.3% | -38.4% | -0.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling