+474.5%
VRTX vs TYL
+169.5%
+305.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | +3.2% | +4.3% | -1.1% | +2.0% |
| 30D | +7.4% | +28.0% | -20.5% | -0.1% |
| 3M | +4.6% | +32.3% | -27.8% | -4.0% |
| 6M | +27.5% | +29.9% | -2.4% | +16.9% |
| YTD | +20.9% | -7.1% | +28.0% | +21.3% |
| 1Y | +30.1% | -9.2% | +39.3% | +31.5% |
| 3Y | +46.6% | +0.7% | +45.9% | +39.5% |
| 5Y | +191.6% | -21.1% | +212.6% | +197.1% |
| 10Y | +474.5% | +180.8% | +293.7% | +202.7% |
| All | +474.5% | +169.5% | +305.0% | +202.7% |
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 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