+63.9%
VNQ vs TYL
+102.8%
-38.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.6% |
| 7D | -0.9% | -8.6% | +7.7% | +1.7% |
| 30D | -2.2% | +7.5% | -9.8% | -4.5% |
| 3M | -1.9% | +10.9% | -12.9% | -5.6% |
| 6M | +3.2% | -6.7% | +10.0% | +4.1% |
| YTD | +9.4% | -24.5% | +33.9% | +16.9% |
| 1Y | +7.5% | -38.6% | +46.2% | +22.8% |
| 3Y | +31.1% | -12.6% | +43.7% | +30.3% |
| 5Y | +6.6% | -28.2% | +34.8% | +9.7% |
| 10Y | +63.9% | +104.0% | -40.1% | +31.1% |
| All | +63.9% | +102.8% | -38.8% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling