+5.5%
VNQ vs TYL
-28.2%
+33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.1% |
| 7D | -0.4% | -7.6% | +7.2% | +1.7% |
| 30D | -2.5% | +11.3% | -13.9% | -5.5% |
| 3M | +1.4% | +14.5% | -13.1% | -2.9% |
| 6M | +4.6% | -7.1% | +11.7% | +5.7% |
| YTD | +10.5% | -23.4% | +33.9% | +17.9% |
| 1Y | +8.4% | -38.6% | +47.0% | +24.4% |
| 3Y | +32.4% | -11.3% | +43.7% | +30.6% |
| 5Y | +5.5% | -28.0% | +33.4% | +5.9% |
| All | +5.5% | -28.2% | +33.6% | +5.9% |
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