+725.0%
VTV vs TYL
+3,504.3%
-2,779.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.9% |
| 7D | +0.5% | -3.7% | +4.2% | +1.5% |
| 30D | +1.1% | +18.7% | -17.6% | -3.8% |
| 3M | +5.9% | +18.1% | -12.3% | +0.3% |
| 6M | +11.6% | -1.1% | +12.8% | +10.5% |
| YTD | +19.8% | -19.8% | +39.6% | +24.6% |
| 1Y | +26.2% | -34.3% | +60.6% | +38.8% |
| 3Y | +68.5% | -8.2% | +76.7% | +64.9% |
| 5Y | +79.9% | -25.4% | +105.3% | +82.1% |
| 10Y | +229.7% | +115.6% | +114.1% | +131.9% |
| All | +725.0% | +3,504.3% | -2,779.3% | +125.3% |
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