+11,955.6%
VRTX vs TYL
+14,245.7%
-2,290.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +0.5% | +15.1% | -14.6% | -1.4% |
| 30D | +8.0% | +30.1% | -22.1% | +4.3% |
| 3M | +11.9% | +40.4% | -28.5% | +6.9% |
| 6M | +27.8% | +31.3% | -3.4% | +22.8% |
| YTD | +19.7% | -5.2% | +24.9% | +19.3% |
| 1Y | +30.1% | -6.6% | +36.7% | +29.9% |
| 3Y | +44.2% | +3.4% | +40.8% | +41.2% |
| 5Y | +181.3% | -19.3% | +200.6% | +180.9% |
| 10Y | +587.1% | +178.1% | +408.9% | +487.8% |
| All | +11,955.6% | +14,245.7% | -2,290.1% | +7,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling