+392.5%
VNQ vs TYL
+4,103.6%
-3,711.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +0.9% |
| 7D | -1.3% | -3.7% | +2.4% | +0.1% |
| 30D | -2.9% | +18.7% | -21.7% | -9.4% |
| 3M | +0.8% | +18.1% | -17.3% | -6.4% |
| 6M | +2.5% | -1.1% | +3.6% | +1.0% |
| YTD | +10.6% | -19.8% | +30.4% | +16.8% |
| 1Y | +9.1% | -34.3% | +43.4% | +24.4% |
| 3Y | +31.0% | -8.2% | +39.3% | +27.3% |
| 5Y | +4.9% | -25.4% | +30.3% | +7.3% |
| 10Y | +59.5% | +115.6% | -56.1% | -2.6% |
| All | +392.5% | +4,103.6% | -3,711.1% | -36.3% |
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