+171.7%
VSH vs TYL
+115.8%
+55.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.5% | +5.7% |
| 7D | +4.1% | -3.7% | +7.7% | +5.2% |
| 30D | -4.2% | +18.7% | -22.9% | -9.9% |
| 3M | -50.0% | +18.1% | -68.1% | -53.9% |
| 6M | +80.2% | -1.1% | +81.3% | +75.7% |
| YTD | +121.1% | -19.8% | +140.9% | +132.7% |
| 1Y | +112.0% | -34.3% | +146.3% | +144.9% |
| 3Y | +22.5% | -8.2% | +30.8% | +17.9% |
| 5Y | +64.0% | -25.4% | +89.5% | +69.4% |
| All | +171.7% | +115.8% | +55.9% | +62.8% |
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 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