+1,643.4%
TYL vs VCLT
+103.4%
+1,540.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +18.7% | -0.9% | +19.6% | +19.0% |
| 3M | +18.1% | -3.2% | +21.4% | +19.0% |
| 6M | -1.1% | -3.8% | +2.7% | -0.3% |
| YTD | -19.8% | -2.0% | -17.8% | -19.5% |
| 1Y | -34.3% | -0.8% | -33.5% | -34.2% |
| 3Y | -8.2% | +12.3% | -20.5% | -10.4% |
| 5Y | -25.4% | -15.4% | -10.0% | -26.9% |
| 10Y | +115.6% | +15.7% | +99.8% | +126.0% |
| All | +1,643.4% | +103.4% | +1,540.0% | +2,326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling