+289.1%
VTI vs TYL
+169.5%
+119.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.4% | +4.3% | -4.8% | -1.8% |
| 30D | -3.2% | +28.0% | -31.2% | -10.8% |
| 3M | -2.9% | +32.3% | -35.3% | -12.0% |
| 6M | +2.4% | +29.9% | -27.5% | -7.6% |
| YTD | +11.2% | -7.1% | +18.3% | +11.5% |
| 1Y | +11.6% | -9.2% | +20.8% | +12.8% |
| 3Y | +76.6% | +0.7% | +75.9% | +67.1% |
| 5Y | +65.3% | -21.1% | +86.3% | +67.2% |
| 10Y | +289.1% | +180.8% | +108.3% | +151.9% |
| All | +289.1% | +169.5% | +119.5% | +151.9% |
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 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