+5.1%
VUG vs TYL
-8.8%
+13.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.5% | +0.8% | +1.7% | +2.5% |
| 30D | -6.3% | +21.1% | -27.4% | -6.1% |
| 3M | -6.0% | +28.9% | -34.9% | -5.9% |
| 6M | -3.5% | +42.0% | -45.6% | -3.7% |
| YTD | +3.9% | -6.6% | +10.5% | +7.8% |
| 1Y | +5.1% | -9.1% | +14.2% | +9.1% |
| All | +5.1% | -8.8% | +13.9% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling