+132.7%
VTR vs TYL
-6.4%
+139.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.5% |
| 7D | -1.7% | -3.7% | +2.0% | -1.2% |
| 30D | -2.4% | +18.7% | -21.2% | -4.8% |
| 3M | +14.8% | +18.1% | -3.3% | +11.8% |
| 6M | +5.3% | -1.1% | +6.5% | +5.2% |
| YTD | +18.1% | -19.8% | +37.9% | +23.1% |
| 1Y | +36.7% | -34.3% | +71.0% | +50.1% |
| All | +132.7% | -6.4% | +139.2% | +129.1% |
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