+125.7%
VMC vs TYL
+183.6%
-57.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | +15.5% | +21.1% | -5.7% | +8.7% |
| 3M | +0.6% | +28.9% | -28.3% | -7.5% |
| 6M | +2.1% | +42.0% | -40.0% | -9.7% |
| YTD | -1.6% | -6.6% | +5.0% | -1.3% |
| 1Y | -1.2% | -9.1% | +7.9% | 0.0% |
| 3Y | +35.3% | +1.8% | +33.5% | +29.1% |
| 5Y | +43.6% | -22.9% | +66.5% | +46.3% |
| All | +125.7% | +183.6% | -57.9% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling