+66.5%
VSH vs TYL
-25.2%
+91.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.0% | +8.5% | +5.2% |
| 7D | +4.1% | -3.7% | +7.7% | +4.7% |
| 30D | -4.2% | +18.7% | -22.9% | -7.8% |
| 3M | -50.0% | +18.1% | -68.1% | -52.5% |
| 6M | +80.2% | -1.1% | +81.3% | +79.5% |
| YTD | +121.1% | -19.8% | +140.9% | +136.8% |
| 1Y | +112.0% | -34.3% | +146.3% | +147.8% |
| 3Y | +22.5% | -8.2% | +30.8% | +21.3% |
| All | +66.5% | -25.2% | +91.6% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling