+30.1%
VSH vs TYL
+1.8%
+28.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.6% |
| 7D | -1.6% | +4.3% | -5.9% | -0.9% |
| 30D | -21.3% | +28.0% | -49.2% | -18.9% |
| 3M | -18.9% | +32.3% | -51.2% | -16.4% |
| 6M | -21.4% | +29.9% | -51.3% | -18.3% |
| YTD | +86.8% | -7.1% | +94.0% | +113.8% |
| 1Y | +85.8% | -9.2% | +95.0% | +114.3% |
| 3Y | +30.1% | +0.7% | +29.4% | +47.4% |
| All | +30.1% | +1.8% | +28.3% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling