+432.7%
VLO vs TYL
-22.0%
+454.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -9.5% | +4.3% | -13.8% | -10.0% |
| 30D | -19.1% | +28.0% | -47.1% | -21.6% |
| 3M | +11.4% | +32.3% | -21.0% | +7.2% |
| 6M | +46.7% | +29.9% | +16.8% | +41.1% |
| YTD | +118.6% | -7.1% | +125.7% | +118.8% |
| 1Y | +99.9% | -9.2% | +109.1% | +100.6% |
| 3Y | +210.5% | +0.7% | +209.8% | +207.8% |
| 5Y | +432.7% | -21.1% | +453.7% | +445.6% |
| All | +432.7% | -22.0% | +454.7% | +445.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling