+1,253.6%
VFC vs TYL
+14,906.9%
-13,653.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.1% |
| 7D | +10.9% | +15.1% | -4.2% | +9.3% |
| 30D | +40.6% | +30.1% | +10.6% | +37.0% |
| 3M | +34.4% | +40.4% | -5.9% | +29.8% |
| 6M | +12.3% | +31.3% | -19.0% | +8.9% |
| YTD | +14.4% | -5.2% | +19.6% | +14.1% |
| 1Y | +40.6% | -6.6% | +47.2% | +40.5% |
| 3Y | +40.1% | +3.4% | +36.7% | +38.8% |
| 5Y | -67.6% | -19.3% | -48.3% | -67.3% |
| 10Y | -45.9% | +178.1% | -224.1% | -50.7% |
| All | +1,253.6% | +14,906.9% | -13,653.3% | +849.4% |
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