+996.4%
VST vs TYL
+174.9%
+821.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -6.4% |
| 7D | -19.9% | +15.1% | -35.0% | -21.7% |
| 30D | -29.7% | +30.1% | -59.7% | -32.7% |
| 3M | -19.6% | +40.4% | -59.9% | -24.4% |
| 6M | -29.4% | +31.3% | -60.7% | -33.4% |
| YTD | -29.7% | -5.2% | -24.5% | -29.3% |
| 1Y | -40.0% | -6.6% | -33.4% | -39.6% |
| 3Y | +231.0% | +3.4% | +227.6% | +222.1% |
| 5Y | +500.1% | -19.3% | +519.3% | +503.2% |
| All | +996.4% | +174.9% | +821.4% | +722.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling