-47.2%
VFC vs TYL
+168.7%
-215.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.0% |
| 7D | +11.2% | +6.7% | +4.5% | +8.4% |
| 30D | +41.5% | +26.5% | +15.0% | +28.9% |
| 3M | +38.9% | +37.3% | +1.6% | +21.8% |
| 6M | +6.1% | +31.2% | -25.0% | -6.3% |
| YTD | +14.5% | -7.4% | +21.9% | +15.1% |
| 1Y | +46.0% | -9.6% | +55.5% | +48.3% |
| 3Y | +36.4% | +1.9% | +34.5% | +31.0% |
| 5Y | -67.5% | -21.1% | -46.4% | -66.8% |
| All | -47.2% | +168.7% | -215.9% | -64.5% |
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