-47.5%
VFC vs TYL
+169.5%
-217.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +3.5% | +4.3% | -0.8% | +1.8% |
| 30D | +38.3% | +28.0% | +10.3% | +25.4% |
| 3M | +40.2% | +32.3% | +7.8% | +24.6% |
| 6M | +10.6% | +29.9% | -19.3% | -1.9% |
| YTD | +16.7% | -7.1% | +23.9% | +17.2% |
| 1Y | +45.0% | -9.2% | +54.2% | +47.1% |
| 3Y | +48.8% | +0.7% | +48.1% | +43.6% |
| 5Y | -67.6% | -21.1% | -46.5% | -66.9% |
| 10Y | -47.5% | +180.8% | -228.3% | -64.8% |
| All | -47.5% | +169.5% | -217.1% | -64.8% |
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