-11.5%
VRSK vs TYL
-30.1%
+18.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -7.7% | -11.5% | +3.8% | -3.1% |
| 30D | -2.8% | +3.9% | -6.7% | -4.3% |
| 3M | -3.7% | +10.8% | -14.5% | -7.6% |
| 6M | -12.8% | -5.3% | -7.5% | -11.3% |
| YTD | -21.0% | -26.1% | +5.1% | -12.7% |
| 1Y | -32.5% | -38.5% | +6.1% | -20.0% |
| 3Y | -26.5% | -14.5% | -12.1% | -25.2% |
| 5Y | -11.5% | -28.9% | +17.4% | -6.9% |
| All | -11.5% | -30.1% | +18.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling