+120.6%
VLO vs TYL
-10.1%
+130.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.7% | -10.4% | -6.1% |
| 7D | -6.0% | +17.3% | -23.2% | -7.3% |
| 30D | -12.9% | +28.9% | -41.8% | -14.9% |
| 3M | +18.3% | +35.1% | -16.7% | +14.6% |
| 6M | +46.4% | +29.3% | +17.1% | +42.0% |
| YTD | +127.7% | -6.8% | +134.5% | +129.5% |
| 1Y | +120.6% | -9.9% | +130.5% | +123.9% |
| All | +120.6% | -10.1% | +130.7% | +123.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling