+962.7%
VST vs TYL
+147.2%
+815.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.7% | -18.5% | -14.5% |
| 7D | -15.7% | +17.3% | -33.0% | -17.9% |
| 30D | -17.0% | +28.9% | -45.9% | -20.5% |
| 3M | -15.9% | +35.1% | -50.9% | -20.4% |
| 6M | -25.0% | +29.3% | -54.3% | -29.1% |
| YTD | -25.1% | -6.8% | -18.3% | -24.5% |
| 1Y | -34.9% | -9.9% | -25.0% | -33.9% |
| 3Y | +252.7% | +1.7% | +251.0% | +244.1% |
| 5Y | +582.3% | -21.6% | +603.9% | +589.5% |
| 10Y | +1,076.6% | +173.5% | +903.1% | +761.3% |
| All | +962.7% | +147.2% | +815.5% | +711.8% |
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