+111.1%
VSH vs TYL
+183.6%
-72.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +14.3% | +0.8% | +13.5% | +14.1% |
| 30D | -7.9% | +21.1% | -29.0% | -13.7% |
| 3M | -19.9% | +28.9% | -48.8% | -27.2% |
| 6M | -30.5% | +42.0% | -72.5% | -40.8% |
| YTD | +85.7% | -6.6% | +92.2% | +84.5% |
| 1Y | +98.9% | -9.1% | +108.0% | +100.0% |
| 3Y | +32.1% | +1.8% | +30.2% | +23.2% |
| 5Y | +39.7% | -22.9% | +62.6% | +45.4% |
| All | +111.1% | +183.6% | -72.5% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling