+1,855.0%
VRT vs TYL
+86.6%
+1,768.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -17.7% | +4.3% | -22.0% | -19.0% |
| 30D | -20.0% | +28.0% | -48.0% | -26.6% |
| 3M | -28.1% | +32.3% | -60.4% | -35.4% |
| 6M | -42.8% | +29.9% | -72.8% | -49.6% |
| YTD | +20.0% | -7.1% | +27.1% | +19.4% |
| 1Y | +3.5% | -9.2% | +12.7% | +4.0% |
| 3Y | +366.1% | +0.7% | +365.4% | +327.8% |
| 5Y | +632.2% | -21.1% | +653.2% | +616.1% |
| All | +1,855.0% | +86.6% | +1,768.3% | +1,504.7% |
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