+188.2%
VRTX vs TYL
-23.0%
+211.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +8.0% | +21.1% | -13.1% | +4.5% |
| 3M | +4.3% | +28.9% | -24.6% | -0.3% |
| 6M | +18.9% | +42.0% | -23.1% | +11.5% |
| YTD | +18.8% | -6.6% | +25.4% | +19.2% |
| 1Y | +24.0% | -9.1% | +33.0% | +25.0% |
| 3Y | +42.1% | +1.8% | +40.3% | +39.0% |
| All | +188.2% | -23.0% | +211.3% | +173.1% |
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