+2,723.0%
VRT vs TYL
+61.1%
+2,661.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.4% | +5.7% |
| 7D | +9.1% | -3.7% | +12.8% | +10.4% |
| 30D | +0.9% | +18.7% | -17.8% | -5.2% |
| 3M | -13.4% | +18.1% | -31.5% | -20.1% |
| 6M | +11.7% | -1.1% | +12.8% | +8.8% |
| YTD | +73.2% | -19.8% | +93.0% | +82.8% |
| 1Y | +123.4% | -34.3% | +157.7% | +159.1% |
| 3Y | +606.2% | -8.2% | +614.4% | +565.9% |
| 5Y | +899.9% | -25.4% | +925.3% | +909.8% |
| All | +2,723.0% | +61.1% | +2,661.9% | +2,356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling