+232.9%
VTV vs TYL
+102.8%
+130.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -0.7% | -8.6% | +7.9% | +1.3% |
| 30D | -0.5% | +7.5% | -8.0% | -2.3% |
| 3M | +5.3% | +10.9% | -5.6% | +2.1% |
| 6M | +12.9% | -6.7% | +19.6% | +13.6% |
| YTD | +18.5% | -24.5% | +43.0% | +25.0% |
| 1Y | +25.3% | -38.6% | +63.9% | +39.5% |
| 3Y | +68.2% | -12.6% | +80.8% | +67.0% |
| 5Y | +80.6% | -28.2% | +108.9% | +84.7% |
| 10Y | +232.9% | +104.0% | +128.9% | +151.3% |
| All | +232.9% | +102.8% | +130.2% | +151.3% |
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