+65.5%
VZ vs TYL
+168.7%
-103.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.7% |
| 7D | +2.1% | +6.7% | -4.5% | +1.5% |
| 30D | +1.4% | +26.5% | -25.2% | -1.0% |
| 3M | -1.3% | +37.3% | -38.5% | -4.4% |
| 6M | -0.5% | +31.2% | -31.7% | -3.5% |
| YTD | +19.6% | -7.4% | +27.0% | +19.9% |
| 1Y | +22.4% | -9.6% | +31.9% | +23.0% |
| 3Y | +55.9% | +1.9% | +54.0% | +53.1% |
| 5Y | +20.4% | -21.1% | +41.5% | +20.7% |
| All | +65.5% | +168.7% | -103.1% | +37.3% |
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