+2,088.6%
VGT vs TYL
+4,040.4%
-1,951.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -1.6% | +3.5% | -5.2% | -3.0% |
| 30D | -12.5% | +26.9% | -39.4% | -20.6% |
| 3M | -7.7% | +33.8% | -41.5% | -18.5% |
| 6M | -0.2% | +28.8% | -29.0% | -12.2% |
| YTD | +19.3% | -7.9% | +27.1% | +17.8% |
| 1Y | +18.2% | -9.8% | +27.9% | +17.5% |
| 3Y | +109.6% | +1.2% | +108.5% | +95.0% |
| 5Y | +105.5% | -22.8% | +128.3% | +109.6% |
| 10Y | +716.4% | +168.8% | +547.6% | +417.9% |
| All | +2,088.6% | +4,040.4% | -1,951.8% | +419.7% |
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 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