+20.1%
VCIT vs TYL
+5.0%
+15.2%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +0.5% | +15.1% | -14.6% | +0.1% |
| 30D | +2.1% | +30.1% | -28.0% | +1.4% |
| 3M | -1.6% | +40.4% | -42.0% | -2.5% |
| 6M | -1.6% | +31.3% | -32.9% | -2.4% |
| YTD | -1.5% | -5.2% | +3.7% | -0.9% |
| 1Y | -0.4% | -6.6% | +6.2% | +0.3% |
| All | +20.1% | +5.0% | +15.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling