+408.8%
VUG vs TYL
+115.8%
+293.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.1% |
| 7D | -0.1% | -3.7% | +3.6% | +1.4% |
| 30D | -0.3% | +18.7% | -19.1% | -7.3% |
| 3M | -0.7% | +18.1% | -18.8% | -8.6% |
| 6M | +14.6% | -1.1% | +15.7% | +12.9% |
| YTD | +9.0% | -19.8% | +28.8% | +16.6% |
| 1Y | +14.9% | -34.3% | +49.2% | +34.4% |
| 3Y | +86.0% | -8.2% | +94.3% | +78.8% |
| 5Y | +76.7% | -25.4% | +102.1% | +83.3% |
| All | +408.8% | +115.8% | +293.0% | +244.8% |
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