+716.2%
VTV vs TYL
+4,064.0%
-3,347.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -2.2% | +6.7% | -8.9% | -4.0% |
| 30D | +2.2% | +26.5% | -24.3% | -4.4% |
| 3M | +0.3% | +37.3% | -37.0% | -8.7% |
| 6M | +8.3% | +31.2% | -22.9% | -1.1% |
| YTD | +18.5% | -7.4% | +25.9% | +18.0% |
| 1Y | +23.0% | -9.6% | +32.6% | +23.3% |
| 3Y | +72.6% | +1.9% | +70.7% | +64.0% |
| 5Y | +73.3% | -21.1% | +94.4% | +72.6% |
| 10Y | +238.2% | +171.8% | +66.4% | +121.8% |
| All | +716.2% | +4,064.0% | -3,347.8% | +113.3% |
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 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