+115.4%
TYL vs VO
+194.4%
-79.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | -3.7% | -0.3% | -3.4% | -3.5% |
| 30D | +18.7% | -0.3% | +19.1% | +19.0% |
| 3M | +18.1% | +2.9% | +15.2% | +15.0% |
| 6M | -1.1% | +9.3% | -10.5% | -9.1% |
| YTD | -19.8% | +14.2% | -34.0% | -28.8% |
| 1Y | -34.3% | +15.3% | -49.6% | -42.2% |
| 3Y | -8.2% | +56.2% | -64.5% | -38.5% |
| 5Y | -25.4% | +42.4% | -67.9% | -45.4% |
| All | +115.4% | +194.4% | -79.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling