+199.0%
VLO vs TYL
+2.6%
+196.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -13.3% | +6.7% | -20.0% | -14.1% |
| 30D | -18.3% | +26.5% | -44.9% | -21.1% |
| 3M | +14.3% | +37.3% | -22.9% | +8.7% |
| 6M | +47.6% | +31.2% | +16.5% | +40.7% |
| YTD | +116.0% | -7.4% | +123.3% | +118.5% |
| 1Y | +101.0% | -9.6% | +110.6% | +104.3% |
| 3Y | +199.0% | +1.9% | +197.1% | +194.0% |
| All | +199.0% | +2.6% | +196.4% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling