+379.7%
VRT vs TYL
+1.3%
+378.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | +0.8% | +9.7% | +10.7% |
| 30D | -9.3% | +21.1% | -30.4% | -6.0% |
| 3M | -29.6% | +28.9% | -58.5% | -26.4% |
| 6M | -45.4% | +42.0% | -87.4% | -42.5% |
| YTD | +24.8% | -6.6% | +31.4% | +41.6% |
| 1Y | +23.6% | -9.1% | +32.7% | +41.5% |
| 3Y | +379.7% | +1.8% | +377.8% | +382.2% |
| All | +379.7% | +1.3% | +378.3% | +382.2% |
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