+132.4%
VTR vs TYL
+0.5%
+131.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.2% | +3.5% | -0.3% | +2.7% |
| 30D | +9.1% | +26.9% | -17.8% | +5.8% |
| 3M | -3.6% | +33.8% | -37.4% | -7.3% |
| 6M | +3.8% | +28.8% | -25.1% | 0.0% |
| YTD | +17.8% | -7.9% | +25.7% | +20.5% |
| 1Y | +20.5% | -9.8% | +30.3% | +23.9% |
| 3Y | +132.4% | +1.2% | +131.2% | +130.5% |
| All | +132.4% | +0.5% | +131.9% | +130.5% |
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 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