+313.7%
VOO vs TYL
+185.3%
+128.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.9% | +0.5% | -1.5% | -1.1% |
| 30D | -2.3% | +25.2% | -27.5% | -9.1% |
| 3M | -1.2% | +31.8% | -32.9% | -9.9% |
| 6M | +3.3% | +36.3% | -32.9% | -7.9% |
| YTD | +12.3% | -6.3% | +18.6% | +12.4% |
| 1Y | +12.5% | -9.5% | +22.0% | +13.9% |
| 3Y | +79.2% | +1.6% | +77.6% | +69.3% |
| 5Y | +75.7% | -21.8% | +97.4% | +78.4% |
| 10Y | +313.7% | +183.3% | +130.4% | +168.5% |
| All | +313.7% | +185.3% | +128.4% | +168.5% |
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