+262.4%
VST vs TYL
+2.6%
+259.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.8% | +10.4% |
| 7D | -9.8% | +6.7% | -16.5% | -9.4% |
| 30D | -25.1% | +26.5% | -51.7% | -24.4% |
| 3M | -11.6% | +37.3% | -48.9% | -10.7% |
| 6M | -20.9% | +31.2% | -52.1% | -19.9% |
| YTD | -22.3% | -7.4% | -14.9% | -17.0% |
| 1Y | -32.0% | -9.6% | -22.5% | -27.1% |
| 3Y | +262.4% | +1.9% | +260.5% | +287.5% |
| All | +262.4% | +2.6% | +259.8% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling