+905.2%
VRT vs TYL
-25.2%
+930.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +5.8% |
| 7D | +9.1% | -3.7% | +12.8% | +10.5% |
| 30D | +0.9% | +18.7% | -17.8% | -5.7% |
| 3M | -13.4% | +18.1% | -31.5% | -20.7% |
| 6M | +11.7% | -1.1% | +12.8% | +9.1% |
| YTD | +73.2% | -19.8% | +93.0% | +87.6% |
| 1Y | +123.4% | -34.3% | +157.7% | +173.7% |
| 3Y | +606.2% | -8.2% | +614.4% | +533.3% |
| All | +905.2% | -25.2% | +930.4% | +928.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling