-5.3%
TYL vs VLTO
+27.2%
-32.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.2% |
| 7D | -3.7% | -2.3% | -1.4% | -2.5% |
| 30D | +18.7% | -0.9% | +19.6% | +19.3% |
| 3M | +18.1% | +13.8% | +4.3% | +11.1% |
| 6M | -1.1% | +2.0% | -3.1% | -2.3% |
| YTD | -19.8% | -3.2% | -16.6% | -18.8% |
| 1Y | -34.3% | -9.2% | -25.1% | -31.8% |
| All | -5.3% | +27.2% | -32.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling