+294.6%
VTI vs TYL
+106.7%
+188.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.9% |
| 7D | +0.6% | -7.6% | +8.2% | +3.2% |
| 30D | -1.1% | +11.3% | -12.4% | -4.7% |
| 3M | +3.9% | +14.5% | -10.6% | -1.7% |
| 6M | +14.6% | -7.1% | +21.8% | +15.8% |
| YTD | +13.3% | -23.4% | +36.7% | +21.5% |
| 1Y | +19.2% | -38.6% | +57.7% | +38.5% |
| 3Y | +77.4% | -11.3% | +88.7% | +74.2% |
| 5Y | +74.0% | -28.0% | +102.0% | +80.4% |
| 10Y | +294.6% | +104.9% | +189.8% | +185.8% |
| All | +294.6% | +106.7% | +188.0% | +185.8% |
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