+346.3%
VRT vs TYL
+5.0%
+341.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -13.7% |
| 7D | -28.1% | +15.1% | -43.2% | -26.1% |
| 30D | -30.2% | +30.1% | -60.2% | -27.0% |
| 3M | -36.4% | +40.4% | -76.8% | -33.0% |
| 6M | -48.2% | +31.3% | -79.4% | -45.0% |
| YTD | +9.2% | -5.2% | +14.4% | +24.2% |
| 1Y | -7.2% | -6.6% | -0.6% | +5.9% |
| All | +346.3% | +5.0% | +341.4% | +339.5% |
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