+126.5%
VGT vs TYL
-6.4%
+132.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | +1.0% | -3.7% | +4.7% | +1.5% |
| 30D | +1.3% | +18.7% | -17.4% | -1.4% |
| 3M | -1.1% | +18.1% | -19.3% | -4.2% |
| 6M | +32.6% | -1.1% | +33.7% | +33.8% |
| YTD | +29.0% | -19.8% | +48.8% | +38.1% |
| 1Y | +39.7% | -34.3% | +74.0% | +59.9% |
| All | +126.5% | -6.4% | +132.9% | +129.5% |
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