+76.9%
VT vs TYL
+3.2%
+73.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.3% |
| 7D | -0.3% | +17.3% | -17.6% | -1.6% |
| 30D | -1.4% | +28.9% | -30.3% | -3.6% |
| 3M | -1.4% | +35.1% | -36.5% | -4.2% |
| 6M | +5.5% | +29.3% | -23.9% | +2.8% |
| YTD | +12.8% | -6.8% | +19.6% | +16.7% |
| 1Y | +15.4% | -9.9% | +25.3% | +20.2% |
| All | +76.9% | +3.2% | +73.7% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling