+54.6%
VSH vs TYL
-20.9%
+75.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.6% |
| 7D | +12.8% | +0.5% | +12.2% | +12.6% |
| 30D | -9.0% | +25.2% | -34.2% | -12.6% |
| 3M | -12.2% | +31.8% | -44.0% | -17.0% |
| 6M | -15.9% | +36.3% | -52.2% | -22.6% |
| YTD | +103.2% | -6.3% | +109.5% | +111.7% |
| 1Y | +108.4% | -9.5% | +117.9% | +120.3% |
| 3Y | +41.6% | +1.6% | +39.9% | +39.7% |
| 5Y | +54.6% | -21.8% | +76.3% | +64.6% |
| All | +54.6% | -20.9% | +75.4% | +64.6% |
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