+2,532.2%
TYL vs VT
+374.2%
+2,158.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.4% | -4.1% | -4.0% |
| 30D | +18.7% | +1.0% | +17.8% | +17.8% |
| 3M | +18.1% | +2.4% | +15.8% | +15.1% |
| 6M | -1.1% | +12.0% | -13.1% | -11.1% |
| YTD | -19.8% | +15.3% | -35.1% | -29.5% |
| 1Y | -34.3% | +22.6% | -56.9% | -45.2% |
| 3Y | -8.2% | +74.7% | -82.9% | -43.0% |
| 5Y | -25.4% | +66.1% | -91.6% | -50.8% |
| 10Y | +115.6% | +225.0% | -109.4% | -16.0% |
| All | +2,532.2% | +374.2% | +2,158.0% | +635.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling