-34.3%
TYL vs VCLT
-0.4%
-33.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | +18.7% | -0.9% | +19.6% | +18.9% |
| 3M | +18.1% | -3.2% | +21.4% | +18.5% |
| 6M | -1.1% | -3.8% | +2.7% | +0.2% |
| YTD | -19.8% | -2.0% | -17.8% | -19.7% |
| 1Y | -34.3% | -0.8% | -33.5% | -34.0% |
| All | -34.3% | -0.4% | -33.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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