+96.3%
VCIT vs TYL
+1,982.1%
-1,885.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -1.6% | +40.4% | -42.0% | -2.4% |
| 6M | -1.6% | +31.3% | -32.9% | -2.3% |
| YTD | -1.5% | -5.2% | +3.7% | -1.5% |
| 1Y | -0.4% | -6.6% | +6.2% | -0.4% |
| 3Y | +19.6% | +3.4% | +16.2% | +19.2% |
| 5Y | +3.3% | -19.3% | +22.5% | +2.7% |
| 10Y | +28.9% | +178.1% | -149.2% | +29.2% |
| All | +96.3% | +1,982.1% | -1,885.8% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling