+184.6%
VRTX vs TYL
-21.3%
+205.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -2.1% | +6.7% | -8.8% | -3.2% |
| 30D | +8.2% | +26.5% | -18.3% | +3.9% |
| 3M | +13.0% | +37.3% | -24.3% | +6.9% |
| 6M | +27.9% | +31.2% | -3.2% | +21.5% |
| YTD | +20.7% | -7.4% | +28.0% | +21.3% |
| 1Y | +31.4% | -9.6% | +41.0% | +32.7% |
| 3Y | +41.8% | +1.9% | +39.9% | +38.6% |
| All | +184.6% | -21.3% | +205.9% | +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 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