+121.2%
VSH vs TYL
+169.5%
-48.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -1.6% | +4.3% | -5.9% | -3.0% |
| 30D | -21.3% | +28.0% | -49.2% | -27.6% |
| 3M | -18.9% | +32.3% | -51.2% | -27.0% |
| 6M | -21.4% | +29.9% | -51.3% | -30.7% |
| YTD | +86.8% | -7.1% | +94.0% | +85.9% |
| 1Y | +85.8% | -9.2% | +95.0% | +86.6% |
| 3Y | +30.1% | +0.7% | +29.4% | +22.0% |
| 5Y | +42.8% | -21.1% | +63.9% | +46.5% |
| 10Y | +121.2% | +180.8% | -59.6% | +16.5% |
| All | +121.2% | +169.5% | -48.3% | +16.5% |
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