+990.1%
VZ vs TYL
+12,593.6%
-11,603.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | +7.9% | +18.7% | -10.8% | +6.7% |
| 3M | +13.6% | +18.1% | -4.5% | +12.3% |
| 6M | +1.1% | -1.1% | +2.2% | +0.9% |
| YTD | +29.3% | -19.8% | +49.1% | +30.5% |
| 1Y | +21.2% | -34.3% | +55.6% | +23.9% |
| 3Y | +75.9% | -8.2% | +84.1% | +75.2% |
| 5Y | +24.1% | -25.4% | +49.5% | +24.3% |
| 10Y | +62.4% | +115.6% | -53.2% | +51.1% |
| All | +990.1% | +12,593.6% | -11,603.6% | +696.0% |
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