+1,255.6%
VFC vs TYL
+14,564.8%
-13,309.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +11.2% | +6.7% | +4.5% | +10.5% |
| 30D | +41.5% | +26.5% | +15.0% | +38.2% |
| 3M | +38.9% | +37.3% | +1.6% | +34.4% |
| 6M | +6.1% | +31.2% | -25.0% | +2.9% |
| YTD | +14.5% | -7.4% | +21.9% | +14.5% |
| 1Y | +46.0% | -9.6% | +55.5% | +46.3% |
| 3Y | +36.4% | +1.9% | +34.5% | +35.3% |
| 5Y | -67.5% | -21.1% | -46.4% | -67.2% |
| 10Y | -45.8% | +171.8% | -217.6% | -50.5% |
| All | +1,255.6% | +14,564.8% | -13,309.2% | +853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling