+359.2%
VT vs TYL
+2,760.9%
-2,401.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.6% | +6.8% | -8.4% | -4.0% |
| 30D | -2.5% | +25.2% | -27.7% | -10.2% |
| 3M | -1.3% | +32.3% | -33.6% | -11.4% |
| 6M | +3.1% | +20.5% | -17.4% | -5.7% |
| YTD | +10.9% | -11.0% | +21.9% | +11.7% |
| 1Y | +12.1% | -13.4% | +25.5% | +13.9% |
| 3Y | +73.9% | -2.9% | +76.8% | +64.8% |
| 5Y | +58.0% | -25.8% | +83.8% | +61.5% |
| 10Y | +225.5% | +152.5% | +72.9% | +90.5% |
| All | +359.2% | +2,760.9% | -2,401.6% | -38.2% |
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