+217.8%
VLO vs TYL
+1.7%
+216.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.6% |
| 7D | -0.4% | +0.5% | -1.0% | -0.5% |
| 30D | -16.6% | +25.2% | -41.8% | -19.3% |
| 3M | +12.3% | +31.8% | -19.5% | +7.5% |
| 6M | +47.8% | +36.3% | +11.6% | +40.2% |
| YTD | +126.7% | -6.3% | +133.0% | +129.0% |
| 1Y | +105.4% | -9.5% | +114.8% | +108.9% |
| All | +217.8% | +1.7% | +216.1% | +212.9% |
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 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