+77.7%
VUG vs TYL
+2.6%
+75.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -3.4% | +6.7% | -10.1% | -4.2% |
| 30D | -11.1% | +26.5% | -37.6% | -13.9% |
| 3M | -7.2% | +37.3% | -44.5% | -11.5% |
| 6M | -4.1% | +31.2% | -35.3% | -8.2% |
| YTD | +1.4% | -7.4% | +8.7% | +5.6% |
| 1Y | +1.9% | -9.6% | +11.5% | +6.8% |
| 3Y | +77.7% | +1.9% | +75.8% | +81.1% |
| All | +77.7% | +2.6% | +75.2% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling