+33,997.0%
VLO vs TYL
+14,906.9%
+19,090.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.0% |
| 7D | -8.7% | +15.1% | -23.8% | -9.9% |
| 30D | -16.2% | +30.1% | -46.3% | -18.4% |
| 3M | +16.2% | +40.4% | -24.2% | +12.2% |
| 6M | +39.8% | +31.3% | +8.5% | +35.5% |
| YTD | +119.0% | -5.2% | +124.1% | +118.3% |
| 1Y | +110.8% | -6.6% | +117.4% | +110.4% |
| 3Y | +201.7% | +3.4% | +198.3% | +197.1% |
| 5Y | +426.2% | -19.3% | +445.5% | +424.7% |
| 10Y | +790.3% | +178.1% | +612.2% | +690.6% |
| All | +33,997.0% | +14,906.9% | +19,090.1% | +23,305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling