-40.0%
VST vs TYL
-8.4%
-31.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -5.6% |
| 7D | -19.9% | +15.1% | -35.0% | -16.4% |
| 30D | -29.7% | +30.1% | -59.7% | -24.1% |
| 3M | -19.6% | +40.4% | -59.9% | -11.2% |
| 6M | -29.4% | +31.3% | -60.7% | -22.0% |
| YTD | -29.7% | -5.2% | -24.5% | -30.6% |
| 1Y | -40.0% | -6.6% | -33.4% | -41.2% |
| All | -40.0% | -8.4% | -31.7% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling