-25.5%
VFC vs TYL
-8.1%
-17.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.7% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | -11.6% | +18.7% | -30.4% | -16.8% |
| 3M | -18.1% | +18.1% | -36.2% | -23.1% |
| 6M | -27.4% | -1.1% | -26.2% | -27.5% |
| YTD | -24.8% | -19.8% | -5.0% | -17.4% |
| 1Y | -8.2% | -34.3% | +26.1% | +12.9% |
| All | -25.5% | -8.1% | -17.4% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling