+76.5%
VUG vs TYL
-25.2%
+101.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.9% |
| 7D | -0.1% | -3.7% | +3.6% | +1.2% |
| 30D | -0.3% | +18.7% | -19.1% | -6.5% |
| 3M | -0.7% | +18.1% | -18.8% | -7.7% |
| 6M | +14.6% | -1.1% | +15.7% | +13.6% |
| YTD | +9.0% | -19.8% | +28.8% | +17.5% |
| 1Y | +14.9% | -34.3% | +49.2% | +35.6% |
| 3Y | +86.0% | -8.2% | +94.3% | +77.7% |
| All | +76.5% | -25.2% | +101.7% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling