+135.2%
VGT vs TYL
-29.1%
+164.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.4% |
| 7D | +1.5% | -8.6% | +10.1% | +4.7% |
| 30D | +0.5% | +7.5% | -7.0% | -2.5% |
| 3M | +5.3% | +10.9% | -5.7% | -0.4% |
| 6M | +32.4% | -6.7% | +39.2% | +33.8% |
| YTD | +28.6% | -24.5% | +53.1% | +42.0% |
| 1Y | +37.6% | -38.6% | +76.3% | +68.0% |
| 3Y | +125.5% | -12.6% | +138.1% | +118.2% |
| 5Y | +135.2% | -28.2% | +163.4% | +144.7% |
| All | +135.2% | -29.1% | +164.3% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling