+83.1%
VSH vs TYL
-8.8%
+91.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.6% | +14.0% | +13.1% |
| 7D | +3.5% | +3.5% | 0.0% | +5.9% |
| 30D | -22.4% | +26.9% | -49.3% | -11.0% |
| 3M | -25.2% | +33.8% | -59.0% | -11.1% |
| 6M | -22.5% | +28.8% | -51.4% | -5.6% |
| YTD | +84.2% | -7.9% | +92.1% | +116.6% |
| All | +83.1% | -8.8% | +91.9% | +116.3% |
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 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