+98.9%
VSH vs TYL
-8.8%
+107.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.1% |
| 7D | +14.3% | +0.8% | +13.5% | +14.9% |
| 30D | -7.9% | +21.1% | -29.0% | +3.2% |
| 3M | -19.9% | +28.9% | -48.8% | -6.5% |
| 6M | -30.5% | +42.0% | -72.5% | -13.5% |
| YTD | +85.7% | -6.6% | +92.2% | +122.5% |
| 1Y | +98.9% | -9.1% | +108.0% | +140.2% |
| All | +98.9% | -8.8% | +107.8% | +140.2% |
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