+470.2%
VRTX vs TYL
+116.1%
+354.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.9% |
| 7D | +0.8% | -3.7% | +4.5% | +1.9% |
| 30D | +12.6% | +18.7% | -6.1% | +7.0% |
| 3M | +23.6% | +18.1% | +5.5% | +17.1% |
| 6M | +14.3% | -1.1% | +15.4% | +13.4% |
| YTD | +20.5% | -19.8% | +40.3% | +26.6% |
| 1Y | +37.6% | -34.3% | +71.9% | +54.0% |
| 3Y | +55.5% | -8.2% | +63.8% | +51.4% |
| 5Y | +175.7% | -25.4% | +201.2% | +180.9% |
| All | +470.2% | +116.1% | +354.1% | +239.0% |
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