-48.6%
VFC vs TYL
+183.6%
-232.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +25.5% | +21.1% | +4.4% | +16.2% |
| 3M | +41.3% | +28.9% | +12.4% | +27.0% |
| 6M | +22.2% | +42.0% | -19.8% | +4.4% |
| YTD | +16.4% | -6.6% | +23.0% | +16.6% |
| 1Y | +38.4% | -9.1% | +47.5% | +40.4% |
| 3Y | +56.2% | +1.8% | +54.4% | +50.1% |
| 5Y | -68.2% | -22.9% | -45.2% | -67.2% |
| All | -48.6% | +183.6% | -232.2% | -65.6% |
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