+361.8%
VRT vs TYL
+2.6%
+359.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +3.0% |
| 7D | -21.4% | +6.7% | -28.0% | -20.2% |
| 30D | -25.8% | +26.5% | -52.4% | -22.8% |
| 3M | -33.5% | +37.3% | -70.8% | -30.3% |
| 6M | -49.0% | +31.2% | -80.2% | -46.2% |
| YTD | +12.9% | -7.4% | +20.3% | +27.9% |
| 1Y | 0.0% | -9.6% | +9.6% | +14.2% |
| 3Y | +361.8% | +1.9% | +359.9% | +352.7% |
| All | +361.8% | +2.6% | +359.2% | +352.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling