+11.9%
TYL vs VLTO
+54.1%
-42.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +15.1% | +12.0% | +3.1% | +7.9% |
| 30D | +30.1% | +20.8% | +9.2% | +17.0% |
| 3M | +40.4% | +20.1% | +20.3% | +26.8% |
| 6M | +31.3% | +32.6% | -1.3% | +13.0% |
| YTD | -5.2% | +17.3% | -22.5% | -13.8% |
| 1Y | -6.6% | +17.3% | -23.9% | -15.1% |
| 3Y | +3.4% | +66.9% | -63.5% | -19.0% |
| All | +11.9% | +54.1% | -42.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling