+399.0%
VNQ vs TYL
+4,791.3%
-4,392.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | +5.8% | +22.1% | -16.3% | -2.2% |
| 3M | 0.0% | +33.4% | -33.4% | -11.2% |
| 6M | +1.5% | +36.8% | -35.3% | -11.8% |
| YTD | +12.1% | -6.7% | +18.8% | +11.0% |
| 1Y | +10.6% | -9.2% | +19.8% | +10.6% |
| 3Y | +43.5% | +1.2% | +42.4% | +34.1% |
| 5Y | +6.8% | -23.0% | +29.8% | +8.1% |
| 10Y | +82.9% | +182.0% | -99.1% | -0.4% |
| All | +399.0% | +4,791.3% | -4,392.4% | -39.4% |
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