-100.0%
VIVK vs TYL
-23.0%
-77.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.5% |
| 7D | -57.7% | +0.8% | -58.5% | -57.7% |
| 30D | -87.3% | +21.1% | -108.4% | -87.6% |
| 3M | -98.9% | +28.9% | -127.8% | -99.0% |
| 6M | -100.0% | +42.0% | -142.0% | -100.0% |
| YTD | -100.0% | -6.6% | -93.4% | -100.0% |
| 1Y | -100.0% | -9.1% | -90.9% | -100.0% |
| 3Y | -100.0% | +1.8% | -101.8% | -100.0% |
| All | -100.0% | -23.0% | -77.0% | -100.0% |
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 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