+619.5%
VRT vs TYL
-8.1%
+627.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +4.1% |
| 7D | +9.1% | -3.7% | +12.8% | +8.9% |
| 30D | +0.9% | +18.7% | -17.8% | +1.8% |
| 3M | -13.4% | +18.1% | -31.5% | -12.5% |
| 6M | +11.7% | -1.1% | +12.8% | +15.4% |
| YTD | +73.2% | -19.8% | +93.0% | +90.1% |
| 1Y | +123.4% | -34.3% | +157.7% | +165.5% |
| All | +619.5% | -8.1% | +627.7% | +585.9% |
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