+23.6%
VRT vs TYL
-8.8%
+32.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.5% |
| 7D | +10.5% | +0.8% | +9.7% | +11.1% |
| 30D | -9.3% | +21.1% | -30.4% | +2.7% |
| 3M | -29.6% | +28.9% | -58.5% | -16.9% |
| 6M | -45.4% | +42.0% | -87.4% | -30.6% |
| YTD | +24.8% | -6.6% | +31.4% | +36.2% |
| 1Y | +23.6% | -9.1% | +32.7% | +34.6% |
| All | +23.6% | -8.8% | +32.4% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling