+792.6%
VGT vs TYL
+106.7%
+685.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.8% |
| 7D | +1.8% | -7.6% | +9.4% | +5.3% |
| 30D | -0.3% | +11.3% | -11.6% | -5.4% |
| 3M | +3.4% | +14.5% | -11.1% | -4.8% |
| 6M | +35.0% | -7.1% | +42.1% | +36.0% |
| YTD | +28.8% | -23.4% | +52.1% | +40.9% |
| 1Y | +38.0% | -38.6% | +76.5% | +68.7% |
| 3Y | +125.8% | -11.3% | +137.1% | +117.8% |
| 5Y | +134.7% | -28.0% | +162.7% | +148.2% |
| 10Y | +792.6% | +104.9% | +687.7% | +467.0% |
| All | +792.6% | +106.7% | +685.9% | +467.0% |
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 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