+67.1%
VZ vs TYL
+174.9%
-107.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +5.6% | +15.1% | -9.5% | +4.1% |
| 30D | +1.9% | +30.1% | -28.2% | -0.8% |
| 3M | +0.8% | +40.4% | -39.6% | -2.6% |
| 6M | +0.6% | +31.3% | -30.7% | -2.4% |
| YTD | +20.8% | -5.2% | +26.0% | +20.7% |
| 1Y | +23.9% | -6.6% | +30.5% | +24.1% |
| 3Y | +55.7% | +3.4% | +52.3% | +52.7% |
| 5Y | +21.5% | -19.3% | +40.8% | +21.5% |
| All | +67.1% | +174.9% | -107.8% | +38.2% |
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