+567.3%
VRT vs TYL
-21.3%
+588.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +4.1% |
| 7D | -21.4% | +6.7% | -28.0% | -23.1% |
| 30D | -25.8% | +26.5% | -52.4% | -31.9% |
| 3M | -33.5% | +37.3% | -70.8% | -41.4% |
| 6M | -49.0% | +31.2% | -80.2% | -55.6% |
| YTD | +12.9% | -7.4% | +20.3% | +15.5% |
| 1Y | 0.0% | -9.6% | +9.6% | +3.7% |
| 3Y | +361.8% | +1.9% | +359.9% | +304.1% |
| All | +567.3% | -21.3% | +588.6% | +601.9% |
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 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