+640.3%
VEEV vs TYL
+305.9%
+334.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.8% | -0.8% |
| 7D | -0.6% | -3.7% | +3.1% | +1.7% |
| 30D | +28.8% | +18.7% | +10.1% | +16.1% |
| 3M | +54.0% | +18.1% | +35.9% | +38.7% |
| 6M | +46.0% | -1.1% | +47.1% | +46.2% |
| YTD | +23.2% | -19.8% | +43.0% | +38.5% |
| 1Y | +1.9% | -34.3% | +36.2% | +28.6% |
| 3Y | +27.0% | -8.2% | +35.2% | +23.4% |
| 5Y | -13.4% | -25.4% | +12.0% | -5.1% |
| 10Y | +575.2% | +115.6% | +459.7% | +290.1% |
| All | +640.3% | +305.9% | +334.4% | +177.9% |
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