+3,227.9%
VMC vs TYL
+12,593.6%
-9,365.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.3% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | -8.2% | +18.7% | -27.0% | -9.9% |
| 3M | -7.0% | +18.1% | -25.2% | -8.8% |
| 6M | -10.8% | -1.1% | -9.6% | -11.0% |
| YTD | -7.4% | -19.8% | +12.4% | -6.0% |
| 1Y | -9.5% | -34.3% | +24.8% | -6.3% |
| 3Y | +20.5% | -8.2% | +28.7% | +20.3% |
| 5Y | +51.6% | -25.4% | +77.0% | +53.8% |
| 10Y | +150.0% | +115.6% | +34.5% | +129.1% |
| All | +3,227.9% | +12,593.6% | -9,365.7% | +2,184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling