+1,216.9%
VST vs TYL
+112.6%
+1,104.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.2% |
| 7D | +8.9% | -3.7% | +12.6% | +9.5% |
| 30D | +6.2% | +18.7% | -12.5% | +2.9% |
| 3M | -2.7% | +18.1% | -20.9% | -6.3% |
| 6M | -8.4% | -1.1% | -7.2% | -8.9% |
| YTD | -7.2% | -19.8% | +12.6% | -3.8% |
| 1Y | -20.9% | -34.3% | +13.4% | -14.2% |
| 3Y | +384.0% | -8.2% | +392.2% | +378.8% |
| 5Y | +757.1% | -25.4% | +782.5% | +768.4% |
| All | +1,216.9% | +112.6% | +1,104.2% | +934.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling