-68.0%
VFC vs TYL
+116.1%
-184.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.9% |
| 7D | -1.6% | -3.7% | +2.1% | -0.3% |
| 30D | -11.6% | +18.7% | -30.4% | -17.7% |
| 3M | -18.1% | +18.1% | -36.2% | -24.1% |
| 6M | -27.4% | -1.1% | -26.2% | -28.2% |
| YTD | -24.8% | -19.8% | -5.0% | -19.8% |
| 1Y | -8.2% | -34.3% | +26.1% | +6.6% |
| 3Y | -29.1% | -8.2% | -20.9% | -29.0% |
| 5Y | -79.2% | -25.4% | -53.7% | -78.1% |
| All | -68.0% | +116.1% | -184.1% | -76.5% |
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