+48.8%
VFC vs TYL
+1.8%
+47.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +3.5% | +4.3% | -0.8% | +2.1% |
| 30D | +38.3% | +28.0% | +10.3% | +28.4% |
| 3M | +40.2% | +32.3% | +7.8% | +28.2% |
| 6M | +10.6% | +29.9% | -19.3% | +1.3% |
| YTD | +16.7% | -7.1% | +23.9% | +22.0% |
| 1Y | +45.0% | -9.2% | +54.2% | +53.5% |
| 3Y | +48.8% | +0.7% | +48.1% | +70.5% |
| All | +48.8% | +1.8% | +47.0% | +70.5% |
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 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