-51.4%
VG vs TYL
-27.2%
-24.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.2% |
| 7D | -22.0% | +15.1% | -37.1% | -23.9% |
| 30D | -14.7% | +30.1% | -44.8% | -19.0% |
| 3M | -7.1% | +40.4% | -47.5% | -13.7% |
| 6M | -11.2% | +31.3% | -42.4% | -16.3% |
| YTD | +69.8% | -5.2% | +75.0% | +84.4% |
| 1Y | +49.9% | -6.6% | +56.5% | +63.8% |
| All | -51.4% | -27.2% | -24.2% | -32.5% |
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