-22.4%
TYL vs VO
+32.6%
-55.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.1% |
| 7D | +6.7% | -2.6% | +9.2% | +9.3% |
| 30D | +26.5% | -0.9% | +27.5% | +27.5% |
| 3M | +37.3% | -3.0% | +40.3% | +41.1% |
| 6M | +31.2% | +2.2% | +29.0% | +27.1% |
| YTD | -7.4% | +10.6% | -17.9% | -17.6% |
| 1Y | -9.6% | +12.5% | -22.1% | -21.2% |
| 3Y | +1.9% | +61.4% | -59.5% | -43.2% |
| All | -22.4% | +32.6% | -55.0% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling