+617.9%
VRSK vs TYL
+2,037.6%
-1,419.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.8% |
| 30D | -1.6% | +18.7% | -20.3% | -7.5% |
| 3M | +3.5% | +18.1% | -14.6% | -2.6% |
| 6M | -13.4% | -1.1% | -12.2% | -13.3% |
| YTD | -16.5% | -19.8% | +3.3% | -11.1% |
| 1Y | -30.6% | -34.3% | +3.7% | -20.8% |
| 3Y | -21.9% | -8.2% | -13.7% | -22.0% |
| 5Y | -6.3% | -25.4% | +19.1% | -2.0% |
| 10Y | +133.1% | +115.6% | +17.5% | +74.4% |
| All | +617.9% | +2,037.6% | -1,419.7% | +170.7% |
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 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