+669.1%
VEEV vs TYL
+174.6%
+494.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.2% |
| 7D | -0.2% | +3.5% | -3.7% | -2.5% |
| 30D | +3.5% | +26.9% | -23.4% | -12.1% |
| 3M | +32.9% | +33.8% | -0.9% | +8.8% |
| 6M | +84.2% | +28.8% | +55.4% | +54.1% |
| YTD | +37.3% | -7.9% | +45.1% | +40.6% |
| 1Y | +3.9% | -9.8% | +13.7% | +7.7% |
| 3Y | +83.9% | +1.2% | +82.7% | +65.0% |
| 5Y | -4.3% | -22.8% | +18.5% | +2.6% |
| 10Y | +669.1% | +168.8% | +500.3% | +237.3% |
| All | +669.1% | +174.6% | +494.5% | +237.3% |
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