+168.8%
TYL vs VO
+206.8%
-38.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.9% |
| 7D | +3.5% | -0.1% | +3.7% | +3.5% |
| 30D | +26.9% | +0.5% | +26.4% | +26.1% |
| 3M | +33.8% | -1.0% | +34.9% | +34.6% |
| 6M | +28.8% | +6.4% | +22.4% | +21.4% |
| YTD | -7.9% | +13.6% | -21.5% | -18.1% |
| 1Y | -9.8% | +14.5% | -24.2% | -20.3% |
| 3Y | +1.2% | +67.2% | -66.0% | -36.5% |
| 5Y | -22.8% | +36.1% | -58.9% | -41.8% |
| 10Y | +168.8% | +199.3% | -30.5% | +9.4% |
| All | +168.8% | +206.8% | -38.0% | +9.4% |
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