+1,917.9%
VRT vs TYL
+85.1%
+1,832.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +9.8% |
| 7D | -10.6% | +3.5% | -14.1% | -11.8% |
| 30D | -17.4% | +26.9% | -44.3% | -24.1% |
| 3M | -26.4% | +33.8% | -60.2% | -34.2% |
| 6M | -41.0% | +28.8% | -69.8% | -47.8% |
| YTD | +23.8% | -7.9% | +31.7% | +23.6% |
| 1Y | +11.6% | -9.8% | +21.4% | +12.3% |
| 3Y | +403.5% | +1.2% | +402.3% | +360.0% |
| 5Y | +647.0% | -22.8% | +669.9% | +635.4% |
| All | +1,917.9% | +85.1% | +1,832.8% | +1,560.3% |
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