+102.6%
V vs TYL
-20.5%
+123.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.7% |
| 7D | +2.9% | +15.1% | -12.2% | -1.2% |
| 30D | +14.0% | +30.1% | -16.0% | +5.4% |
| 3M | +14.9% | +40.4% | -25.5% | +3.5% |
| 6M | +31.7% | +31.3% | +0.5% | +20.3% |
| YTD | +21.2% | -5.2% | +26.4% | +21.4% |
| 1Y | +25.3% | -6.6% | +31.9% | +26.0% |
| 3Y | +77.5% | +3.4% | +74.1% | +69.4% |
| 5Y | +102.6% | -19.3% | +121.8% | +99.4% |
| All | +102.6% | -20.5% | +123.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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