+97.8%
VTR vs TYL
+102.8%
-5.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -2.9% | -8.6% | +5.7% | -0.8% |
| 30D | -2.8% | +7.5% | -10.3% | -4.7% |
| 3M | +9.0% | +10.9% | -1.9% | +5.7% |
| 6M | +5.0% | -6.7% | +11.7% | +5.7% |
| YTD | +16.9% | -24.5% | +41.4% | +23.6% |
| 1Y | +34.3% | -38.6% | +72.9% | +50.2% |
| 3Y | +131.6% | -12.6% | +144.2% | +130.6% |
| 5Y | +88.0% | -28.2% | +116.2% | +91.5% |
| 10Y | +97.8% | +104.0% | -6.2% | +62.8% |
| All | +97.8% | +102.8% | -5.0% | +62.8% |
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 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