+127.4%
VTR vs TYL
+1.3%
+126.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +5.5% | +21.1% | -15.7% | +2.8% |
| 3M | -0.9% | +28.9% | -29.8% | -4.2% |
| 6M | -0.4% | +42.0% | -42.4% | -5.3% |
| YTD | +17.0% | -6.6% | +23.6% | +19.5% |
| 1Y | +18.0% | -9.1% | +27.0% | +21.2% |
| 3Y | +127.4% | +1.8% | +125.5% | +126.0% |
| All | +127.4% | +1.3% | +126.0% | +126.0% |
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