+2,267.4%
VGT vs TYL
+3,504.3%
-1,236.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.9% |
| 7D | +1.0% | -3.7% | +4.7% | +2.4% |
| 30D | +1.3% | +18.7% | -17.4% | -5.5% |
| 3M | -1.1% | +18.1% | -19.3% | -8.9% |
| 6M | +32.6% | -1.1% | +33.7% | +29.9% |
| YTD | +29.0% | -19.8% | +48.8% | +35.7% |
| 1Y | +39.7% | -34.3% | +74.0% | +58.6% |
| 3Y | +120.9% | -8.2% | +129.1% | +114.5% |
| 5Y | +133.6% | -25.4% | +159.0% | +143.4% |
| 10Y | +792.6% | +115.6% | +677.0% | +519.9% |
| All | +2,267.4% | +3,504.3% | -1,236.9% | +498.7% |
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