+160.3%
VMC vs TYL
+168.7%
-8.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | +0.5% | +6.7% | -6.1% | -1.4% |
| 30D | +15.8% | +26.5% | -10.7% | +7.6% |
| 3M | +0.6% | +37.3% | -36.7% | -9.2% |
| 6M | -4.0% | +31.2% | -35.2% | -12.9% |
| YTD | -0.3% | -7.4% | +7.0% | +0.2% |
| 1Y | -0.5% | -9.6% | +9.0% | +0.8% |
| 3Y | +39.6% | +1.9% | +37.7% | +33.1% |
| 5Y | +50.1% | -21.1% | +71.2% | +51.7% |
| All | +160.3% | +168.7% | -8.4% | +65.9% |
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