+387.8%
VUG vs TYL
+168.7%
+219.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | -3.4% | +6.7% | -10.1% | -5.9% |
| 30D | -11.1% | +26.5% | -37.6% | -19.4% |
| 3M | -7.2% | +37.3% | -44.5% | -19.2% |
| 6M | -4.1% | +31.2% | -35.3% | -16.4% |
| YTD | +1.4% | -7.4% | +8.7% | +1.6% |
| 1Y | +1.9% | -9.6% | +11.5% | +3.1% |
| 3Y | +77.7% | +1.9% | +75.8% | +63.9% |
| 5Y | +57.6% | -21.1% | +78.7% | +59.9% |
| All | +387.8% | +168.7% | +219.1% | +201.0% |
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