+54.4%
VMC vs TYL
-25.2%
+79.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.1% |
| 7D | -4.3% | -3.7% | -0.6% | -3.3% |
| 30D | -8.2% | +18.7% | -27.0% | -13.0% |
| 3M | -7.0% | +18.1% | -25.2% | -12.1% |
| 6M | -10.8% | -1.1% | -9.6% | -11.3% |
| YTD | -7.4% | -19.8% | +12.4% | -1.6% |
| 1Y | -9.5% | -34.3% | +24.8% | +3.7% |
| 3Y | +20.5% | -8.2% | +28.7% | +18.0% |
| All | +54.4% | -25.2% | +79.5% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling