+116.6%
VSH vs TYL
+174.6%
-58.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.6% | +14.0% | +13.6% |
| 7D | +3.5% | +3.5% | 0.0% | +2.2% |
| 30D | -22.4% | +26.9% | -49.3% | -28.5% |
| 3M | -25.2% | +33.8% | -59.0% | -33.0% |
| 6M | -22.5% | +28.8% | -51.4% | -31.5% |
| YTD | +84.2% | -7.9% | +92.1% | +83.7% |
| 1Y | +87.1% | -9.8% | +96.8% | +88.2% |
| 3Y | +31.7% | +1.2% | +30.5% | +22.9% |
| 5Y | +42.6% | -22.8% | +65.4% | +47.6% |
| 10Y | +116.6% | +168.8% | -52.2% | +15.4% |
| All | +116.6% | +174.6% | -58.0% | +15.4% |
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