+143.6%
VLO vs TYL
-34.2%
+177.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | +5.2% | -3.7% | +8.9% | +5.6% |
| 30D | +22.6% | +18.7% | +3.9% | +20.4% |
| 3M | +43.8% | +18.1% | +25.6% | +40.9% |
| 6M | +65.7% | -1.1% | +66.9% | +64.8% |
| YTD | +131.1% | -19.8% | +150.9% | +132.6% |
| 1Y | +143.6% | -34.3% | +178.0% | +152.1% |
| All | +143.6% | -34.2% | +177.8% | +152.1% |
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 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