+396.3%
VUG vs TYL
+174.6%
+221.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +3.0% |
| 7D | +0.5% | +3.5% | -3.0% | -0.9% |
| 30D | -8.2% | +26.9% | -35.1% | -16.9% |
| 3M | -5.4% | +33.8% | -39.3% | -16.8% |
| 6M | -2.5% | +28.8% | -31.4% | -14.3% |
| YTD | +4.2% | -7.9% | +12.1% | +4.6% |
| 1Y | +5.0% | -9.8% | +14.8% | +6.3% |
| 3Y | +81.7% | +1.2% | +80.5% | +68.0% |
| 5Y | +62.5% | -22.8% | +85.3% | +66.6% |
| 10Y | +396.3% | +168.8% | +227.5% | +206.4% |
| All | +396.3% | +174.6% | +221.8% | +206.4% |
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 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