+1.8%
TYL vs VCLT
+14.4%
-12.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.8% | -2.3% | +3.1% | +2.3% |
| 30D | +21.1% | +0.8% | +20.4% | +20.7% |
| 3M | +28.9% | -2.7% | +31.6% | +31.0% |
| 6M | +42.0% | -4.3% | +46.3% | +45.6% |
| YTD | -6.6% | -4.3% | -2.3% | -4.3% |
| 1Y | -9.1% | -4.4% | -4.7% | -6.9% |
| 3Y | +1.8% | +13.8% | -11.9% | -3.7% |
| All | +1.8% | +14.4% | -12.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling