+1,174.9%
VSH vs TYL
+14,564.8%
-13,390.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.0% |
| 7D | -12.9% | +6.7% | -19.6% | -13.8% |
| 30D | -36.9% | +26.5% | -63.4% | -39.1% |
| 3M | -28.8% | +37.3% | -66.0% | -32.4% |
| 6M | -30.3% | +31.2% | -61.5% | -34.2% |
| YTD | +62.4% | -7.4% | +69.7% | +59.9% |
| 1Y | +62.5% | -9.6% | +72.1% | +60.6% |
| 3Y | +7.4% | +1.9% | +5.5% | +4.1% |
| 5Y | +25.4% | -21.1% | +46.5% | +25.3% |
| 10Y | +102.6% | +171.8% | -69.1% | +72.3% |
| All | +1,174.9% | +14,564.8% | -13,390.0% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling