+63.4%
VSH vs TYL
-10.1%
+73.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -2.5% |
| 7D | -13.6% | +17.3% | -30.9% | -5.4% |
| 30D | -30.4% | +28.9% | -59.2% | -19.7% |
| 3M | -33.3% | +35.1% | -68.3% | -20.8% |
| 6M | -15.1% | +29.3% | -44.4% | +3.7% |
| YTD | +80.2% | -6.8% | +87.0% | +113.3% |
| 1Y | +63.4% | -9.9% | +73.3% | +95.0% |
| All | +63.4% | -10.1% | +73.4% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling