+790.3%
VLO vs TYL
+183.6%
+606.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | +0.8% | +8.8% | +9.4% |
| 30D | -17.4% | +21.1% | -38.5% | -21.1% |
| 3M | +10.8% | +28.9% | -18.1% | +4.0% |
| 6M | +56.9% | +42.0% | +14.9% | +43.2% |
| YTD | +136.8% | -6.6% | +143.4% | +136.9% |
| 1Y | +120.7% | -9.1% | +129.7% | +122.1% |
| 3Y | +231.9% | +1.8% | +230.1% | +219.6% |
| 5Y | +479.0% | -22.9% | +501.9% | +498.0% |
| All | +790.3% | +183.6% | +606.7% | +466.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling