-2.1%
TYL vs VT
+73.6%
-75.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +6.8% | -1.6% | +8.4% | +7.4% |
| 30D | +25.2% | -2.5% | +27.7% | +26.4% |
| 3M | +32.3% | -1.3% | +33.6% | +32.7% |
| 6M | +20.5% | +3.1% | +17.4% | +17.4% |
| YTD | -11.0% | +10.9% | -21.9% | -17.2% |
| 1Y | -13.4% | +12.1% | -25.5% | -20.1% |
| All | -2.1% | +73.6% | -75.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling