-48.2%
VRT vs TYL
+31.6%
-79.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -12.6% |
| 7D | -28.1% | +15.1% | -43.2% | -18.5% |
| 30D | -30.2% | +30.1% | -60.2% | -13.0% |
| 3M | -36.4% | +40.4% | -76.8% | -14.6% |
| 6M | -48.2% | +31.3% | -79.4% | -29.6% |
| All | -48.2% | +31.6% | -79.8% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling