+1,250.4%
VUG vs TYL
+3,504.3%
-2,253.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -0.7% | +18.1% | -18.8% | -7.5% |
| 6M | +14.6% | -1.1% | +15.7% | +12.9% |
| YTD | +9.0% | -19.8% | +28.8% | +14.5% |
| 1Y | +14.9% | -34.3% | +49.2% | +29.3% |
| 3Y | +86.0% | -8.2% | +94.3% | +81.7% |
| 5Y | +76.7% | -25.4% | +102.1% | +83.6% |
| 10Y | +411.3% | +115.6% | +295.7% | +266.7% |
| All | +1,250.4% | +3,504.3% | -2,253.8% | +285.7% |
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