-29.4%
VST vs TYL
+31.6%
-61.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.8% | -5.4% |
| 7D | -19.9% | +15.1% | -35.0% | -14.5% |
| 30D | -29.7% | +30.1% | -59.7% | -21.0% |
| 3M | -19.6% | +40.4% | -59.9% | -6.0% |
| 6M | -29.4% | +31.3% | -60.7% | -17.4% |
| All | -29.4% | +31.6% | -61.0% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling