+542.0%
VEEV vs TYL
+106.7%
+435.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.7% | -0.8% |
| 7D | -5.2% | -7.6% | +2.4% | -0.1% |
| 30D | +14.9% | +11.3% | +3.6% | +7.3% |
| 3M | +58.4% | +14.5% | +43.9% | +44.6% |
| 6M | +35.5% | -7.1% | +42.6% | +41.4% |
| YTD | +18.6% | -23.4% | +42.0% | +38.5% |
| 1Y | -6.3% | -38.6% | +32.2% | +25.7% |
| 3Y | +20.2% | -11.3% | +31.5% | +17.5% |
| 5Y | -13.8% | -28.0% | +14.2% | -3.7% |
| 10Y | +542.0% | +104.9% | +437.2% | +229.7% |
| All | +542.0% | +106.7% | +435.4% | +229.7% |
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 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