-32.7%
VTRS vs TYL
+183.3%
-215.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +9.0% | -1.6% | +10.5% | +9.4% |
| 30D | +19.8% | +22.1% | -2.3% | +13.8% |
| 3M | +29.3% | +33.4% | -4.0% | +19.6% |
| 6M | +22.2% | +36.8% | -14.6% | +11.5% |
| YTD | +69.9% | -6.7% | +76.6% | +70.1% |
| 1Y | +94.4% | -9.2% | +103.6% | +95.9% |
| 3Y | +154.8% | +1.2% | +153.7% | +144.5% |
| 5Y | +80.8% | -23.0% | +103.8% | +84.0% |
| All | -32.7% | +183.3% | -215.9% | -52.8% |
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 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