+1,481.1%
VTR vs TYL
+20,701.7%
-19,220.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.4% |
| 7D | -1.7% | -3.7% | +2.0% | -1.2% |
| 30D | -2.4% | +18.7% | -21.2% | -4.9% |
| 3M | +14.8% | +18.1% | -3.3% | +11.8% |
| 6M | +5.3% | -1.1% | +6.5% | +4.9% |
| YTD | +18.1% | -19.8% | +37.9% | +20.5% |
| 1Y | +36.7% | -34.3% | +71.0% | +43.2% |
| 3Y | +130.1% | -8.2% | +138.3% | +128.9% |
| 5Y | +89.5% | -25.4% | +114.9% | +91.7% |
| 10Y | +87.4% | +115.6% | -28.2% | +63.7% |
| All | +1,481.1% | +20,701.7% | -19,220.6% | +692.9% |
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