+15.5%
VRT vs TYL
-8.6%
+24.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.9% |
| 7D | +0.5% | +0.5% | -0.1% | +1.0% |
| 30D | -13.7% | +25.2% | -38.9% | -0.6% |
| 3M | -26.7% | +31.8% | -58.5% | -12.5% |
| 6M | -43.8% | +36.3% | -80.1% | -29.7% |
| YTD | +27.6% | -6.3% | +33.8% | +39.1% |
| 1Y | +15.5% | -9.5% | +24.9% | +26.1% |
| All | +15.5% | -8.6% | +24.1% | +26.1% |
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