+4,203.7%
TYL vs VO
+799.0%
+3,404.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +4.6% |
| 7D | +15.1% | -3.3% | +18.4% | +18.2% |
| 30D | +30.1% | -1.8% | +31.9% | +31.8% |
| 3M | +40.4% | -3.4% | +43.7% | +44.1% |
| 6M | +31.3% | +3.0% | +28.3% | +27.3% |
| YTD | -5.2% | +10.7% | -15.9% | -13.5% |
| 1Y | -6.6% | +11.8% | -18.4% | -15.5% |
| 3Y | +3.4% | +60.4% | -57.0% | -31.2% |
| 5Y | -19.3% | +33.6% | -52.9% | -36.2% |
| 10Y | +178.1% | +202.0% | -23.8% | +12.5% |
| All | +4,203.7% | +799.0% | +3,404.7% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling