+1,678.9%
VRT vs TYL
+90.5%
+1,588.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +1.7% | -15.7% | -14.5% |
| 7D | -28.1% | +15.1% | -43.2% | -31.3% |
| 30D | -30.2% | +30.1% | -60.2% | -36.2% |
| 3M | -36.4% | +40.4% | -76.8% | -43.9% |
| 6M | -48.2% | +31.3% | -79.4% | -54.4% |
| YTD | +9.2% | -5.2% | +14.4% | +8.1% |
| 1Y | -7.2% | -6.6% | -0.6% | -7.6% |
| 3Y | +338.7% | +3.4% | +335.3% | +299.4% |
| 5Y | +542.8% | -19.3% | +562.1% | +525.2% |
| All | +1,678.9% | +90.5% | +1,588.4% | +1,352.8% |
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