+228.8%
VTV vs TYL
+183.6%
+45.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +3.8% | +21.1% | -17.3% | -0.8% |
| 3M | +1.6% | +28.9% | -27.4% | -4.6% |
| 6M | +11.2% | +42.0% | -30.8% | +1.4% |
| YTD | +22.0% | -6.6% | +28.6% | +22.4% |
| 1Y | +24.9% | -9.1% | +34.0% | +26.1% |
| 3Y | +78.5% | +1.8% | +76.6% | +71.6% |
| 5Y | +77.8% | -22.9% | +100.7% | +81.1% |
| All | +228.8% | +183.6% | +45.2% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling