+42.4%
VFC vs TYL
-8.6%
+51.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +30.7% | +25.2% | +5.5% | +26.8% |
| 3M | +40.6% | +31.8% | +8.9% | +35.3% |
| 6M | +16.5% | +36.3% | -19.8% | +11.6% |
| YTD | +16.2% | -6.3% | +22.4% | +23.8% |
| 1Y | +42.4% | -9.5% | +51.9% | +57.9% |
| All | +42.4% | -8.6% | +51.1% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling