+716.4%
VGT vs TYL
+174.6%
+541.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -1.6% | +3.5% | -5.2% | -3.2% |
| 30D | -12.5% | +26.9% | -39.4% | -21.6% |
| 3M | -7.7% | +33.8% | -41.5% | -19.9% |
| 6M | -0.2% | +28.8% | -29.0% | -13.8% |
| YTD | +19.3% | -7.9% | +27.1% | +19.3% |
| 1Y | +18.2% | -9.8% | +27.9% | +19.2% |
| 3Y | +109.6% | +1.2% | +108.5% | +91.3% |
| 5Y | +105.5% | -22.8% | +128.3% | +112.3% |
| 10Y | +716.4% | +168.8% | +547.6% | +356.7% |
| All | +716.4% | +174.6% | +541.8% | +356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling