+73.0%
VTV vs TYL
-22.4%
+95.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -2.2% | +6.7% | -8.9% | -3.2% |
| 30D | +2.2% | +26.5% | -24.3% | -1.8% |
| 3M | +0.3% | +37.3% | -37.0% | -5.2% |
| 6M | +8.3% | +31.2% | -22.9% | +2.7% |
| YTD | +18.5% | -7.4% | +25.9% | +20.0% |
| 1Y | +23.0% | -9.6% | +32.6% | +25.1% |
| 3Y | +72.6% | +1.9% | +70.7% | +68.6% |
| All | +73.0% | -22.4% | +95.4% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling