+57.7%
VT vs TYL
-25.9%
+83.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.6% | +6.8% | -8.4% | -3.1% |
| 30D | -2.5% | +25.2% | -27.7% | -7.4% |
| 3M | -1.3% | +32.3% | -33.6% | -7.9% |
| 6M | +3.1% | +20.5% | -17.4% | -2.3% |
| YTD | +10.9% | -11.0% | +21.9% | +13.9% |
| 1Y | +12.1% | -13.4% | +25.5% | +16.0% |
| 3Y | +73.9% | -2.9% | +76.8% | +68.8% |
| All | +57.7% | -25.9% | +83.6% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling