+588.9%
VST vs TYL
-21.3%
+610.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.8% | +10.7% |
| 7D | -9.8% | +6.7% | -16.5% | -10.5% |
| 30D | -25.1% | +26.5% | -51.7% | -27.2% |
| 3M | -11.6% | +37.3% | -48.9% | -15.1% |
| 6M | -20.9% | +31.2% | -52.1% | -24.1% |
| YTD | -22.3% | -7.4% | -14.9% | -20.1% |
| 1Y | -32.0% | -9.6% | -22.5% | -29.8% |
| 3Y | +262.4% | +1.9% | +260.5% | +259.7% |
| All | +588.9% | -21.3% | +610.2% | +592.5% |
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 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