+883.9%
VLO vs TYL
+116.1%
+767.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.9% |
| 7D | +5.2% | -3.7% | +8.9% | +6.1% |
| 30D | +22.6% | +18.7% | +3.9% | +17.7% |
| 3M | +43.8% | +18.1% | +25.6% | +37.4% |
| 6M | +65.7% | -1.1% | +66.9% | +64.8% |
| YTD | +131.1% | -19.8% | +150.9% | +140.4% |
| 1Y | +143.6% | -34.3% | +178.0% | +166.0% |
| 3Y | +201.4% | -8.2% | +209.6% | +197.1% |
| 5Y | +568.9% | -25.4% | +594.3% | +583.3% |
| All | +883.9% | +116.1% | +767.8% | +592.1% |
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 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