+81.4%
VEEV vs TYL
+1.3%
+80.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | +0.8% | -1.6% | -1.1% |
| 30D | +1.4% | +21.1% | -19.7% | -7.3% |
| 3M | +19.4% | +28.9% | -9.6% | +6.0% |
| 6M | +93.6% | +42.0% | +51.6% | +65.1% |
| YTD | +35.1% | -6.6% | +41.7% | +31.9% |
| 1Y | +3.4% | -9.1% | +12.4% | +1.8% |
| 3Y | +81.4% | +1.8% | +79.5% | +66.4% |
| All | +81.4% | +1.3% | +80.0% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling