+1,476.9%
VTR vs TYL
+23,796.0%
-22,319.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 3M | -3.6% | +33.8% | -37.4% | -7.6% |
| 6M | +3.8% | +28.8% | -25.1% | -0.4% |
| YTD | +17.8% | -7.9% | +25.7% | +17.7% |
| 1Y | +20.5% | -9.8% | +30.3% | +20.7% |
| 3Y | +132.4% | +1.2% | +131.2% | +127.9% |
| 5Y | +99.9% | -22.8% | +122.7% | +101.0% |
| 10Y | +124.3% | +168.8% | -44.5% | +90.1% |
| All | +1,476.9% | +23,796.0% | -22,319.1% | +674.5% |
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 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