+2,020.8%
VGT vs TYL
+4,064.0%
-2,043.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.2% |
| 7D | -7.2% | +6.7% | -13.9% | -9.6% |
| 30D | -16.1% | +26.5% | -42.7% | -23.8% |
| 3M | -9.2% | +37.3% | -46.5% | -20.6% |
| 6M | -0.7% | +31.2% | -31.9% | -13.4% |
| YTD | +15.6% | -7.4% | +22.9% | +13.9% |
| 1Y | +14.4% | -9.6% | +23.9% | +13.6% |
| 3Y | +105.2% | +1.9% | +103.3% | +90.3% |
| 5Y | +100.0% | -21.1% | +121.1% | +102.3% |
| 10Y | +712.1% | +171.8% | +540.3% | +413.2% |
| All | +2,020.8% | +4,064.0% | -2,043.2% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling