+98.0%
VCIT vs TYL
+1,661.2%
-1,563.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | -0.3% | -3.7% | +3.3% | -0.3% |
| 30D | -0.8% | +18.7% | -19.5% | -1.2% |
| 3M | -1.0% | +18.1% | -19.1% | -1.4% |
| 6M | -1.8% | -1.1% | -0.7% | -1.9% |
| YTD | -0.7% | -19.8% | +19.1% | -0.3% |
| 1Y | +1.0% | -34.3% | +35.3% | +1.8% |
| 3Y | +18.8% | -8.2% | +27.1% | +18.8% |
| 5Y | +3.5% | -25.4% | +28.9% | +3.3% |
| 10Y | +29.2% | +115.6% | -86.4% | +29.9% |
| All | +98.0% | +1,661.2% | -1,563.2% | +110.6% |
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