+1,144.5%
VUG vs TYL
+4,161.1%
-3,016.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.0% |
| 7D | -7.1% | +15.1% | -22.2% | -11.7% |
| 30D | -12.1% | +30.1% | -42.2% | -20.1% |
| 3M | -8.1% | +40.4% | -48.5% | -19.2% |
| 6M | -3.2% | +31.3% | -34.5% | -14.1% |
| YTD | +0.5% | -5.2% | +5.7% | -1.2% |
| 1Y | -0.7% | -6.6% | +5.9% | -1.9% |
| 3Y | +77.1% | +3.4% | +73.8% | +65.4% |
| 5Y | +56.2% | -19.3% | +75.4% | +56.8% |
| 10Y | +394.1% | +178.1% | +216.0% | +223.1% |
| All | +1,144.5% | +4,161.1% | -3,016.6% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling