+104.9%
TYL vs VCLT
+15.5%
+89.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.4% |
| 7D | -7.6% | +0.3% | -7.9% | -7.7% |
| 30D | +11.3% | -0.6% | +11.9% | +11.6% |
| 3M | +14.5% | -2.2% | +16.7% | +15.8% |
| 6M | -7.1% | -2.9% | -4.3% | -5.9% |
| YTD | -23.4% | -2.1% | -21.3% | -22.7% |
| 1Y | -38.6% | -2.6% | -36.0% | -37.8% |
| 3Y | -11.3% | +12.5% | -23.8% | -16.7% |
| 5Y | -28.0% | -15.3% | -12.7% | -25.1% |
| 10Y | +104.9% | +16.6% | +88.2% | +101.9% |
| All | +104.9% | +15.5% | +89.3% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling