-10.8%
VMC vs TYL
+0.4%
-11.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.1% |
| 7D | -4.3% | -3.7% | -0.6% | -4.1% |
| 30D | -8.2% | +18.7% | -27.0% | -9.2% |
| 3M | -7.0% | +18.1% | -25.2% | -8.0% |
| 6M | -10.8% | -1.1% | -9.6% | -12.7% |
| All | -10.8% | +0.4% | -11.1% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling