+139.8%
VMC vs TYL
+174.6%
-34.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +0.1% | +3.5% | -3.4% | -1.0% |
| 30D | +18.3% | +26.9% | -8.6% | +9.9% |
| 3M | +1.9% | +33.8% | -32.0% | -7.3% |
| 6M | +2.4% | +28.8% | -26.4% | -6.5% |
| YTD | +2.1% | -7.9% | +9.9% | +2.8% |
| 1Y | +1.5% | -9.8% | +11.3% | +2.9% |
| 3Y | +41.5% | +1.2% | +40.3% | +35.2% |
| 5Y | +46.4% | -22.8% | +69.2% | +48.9% |
| 10Y | +139.8% | +168.8% | -29.0% | +52.9% |
| All | +139.8% | +174.6% | -34.7% | +52.9% |
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