+470.4%
VRTX vs TYL
+183.6%
+286.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +8.0% | +21.1% | -13.1% | +2.1% |
| 3M | +4.3% | +28.9% | -24.6% | -3.5% |
| 6M | +18.9% | +42.0% | -23.1% | +6.2% |
| YTD | +18.8% | -6.6% | +25.4% | +19.1% |
| 1Y | +24.0% | -9.1% | +33.0% | +25.3% |
| 3Y | +42.1% | +1.8% | +40.3% | +34.7% |
| 5Y | +187.6% | -22.9% | +210.5% | +196.9% |
| All | +470.4% | +183.6% | +286.8% | +194.9% |
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 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