+396.2%
VUG vs TYL
+169.5%
+226.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -1.2% | +4.3% | -5.5% | -2.9% |
| 30D | -8.9% | +28.0% | -36.8% | -17.8% |
| 3M | -5.9% | +32.3% | -38.3% | -16.8% |
| 6M | -3.3% | +29.9% | -33.2% | -15.2% |
| YTD | +3.4% | -7.1% | +10.5% | +3.5% |
| 1Y | +1.9% | -9.2% | +11.1% | +2.9% |
| 3Y | +76.9% | +0.7% | +76.2% | +64.1% |
| 5Y | +63.9% | -21.1% | +84.9% | +66.3% |
| 10Y | +396.2% | +180.8% | +215.4% | +202.1% |
| All | +396.2% | +169.5% | +226.7% | +202.1% |
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