+9.4%
TYL vs VLTO
+54.8%
-45.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.5% |
| 7D | +6.7% | +5.4% | +1.3% | +3.5% |
| 30D | +26.5% | +22.3% | +4.2% | +13.1% |
| 3M | +37.3% | +19.6% | +17.7% | +24.2% |
| 6M | +31.2% | +35.2% | -4.0% | +11.9% |
| YTD | -7.4% | +17.9% | -25.2% | -16.0% |
| 1Y | -9.6% | +19.5% | -29.1% | -18.5% |
| 3Y | +1.9% | +73.9% | -72.0% | -22.1% |
| All | +9.4% | +54.8% | -45.5% | -13.0% |
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