+223.0%
VT vs TYL
+116.1%
+106.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.5% |
| 30D | +1.0% | +18.7% | -17.8% | -4.0% |
| 3M | +2.4% | +18.1% | -15.8% | -3.3% |
| 6M | +12.0% | -1.1% | +13.1% | +11.0% |
| YTD | +15.3% | -19.8% | +35.1% | +21.2% |
| 1Y | +22.6% | -34.3% | +56.9% | +37.4% |
| 3Y | +74.7% | -8.2% | +82.9% | +70.3% |
| 5Y | +66.1% | -25.4% | +91.6% | +69.6% |
| All | +223.0% | +116.1% | +106.9% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling