+78.8%
VZ vs TYL
-8.1%
+86.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.7% |
| 7D | +0.1% | -3.7% | +3.8% | +0.2% |
| 30D | +7.9% | +18.7% | -10.8% | +7.2% |
| 3M | +13.6% | +18.1% | -4.5% | +12.8% |
| 6M | +1.1% | -1.1% | +2.2% | +0.6% |
| YTD | +29.3% | -19.8% | +49.1% | +31.1% |
| 1Y | +21.2% | -34.3% | +55.6% | +25.0% |
| All | +78.8% | -8.1% | +86.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling