-50.4%
VTRS vs TYL
+100.8%
-151.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -3.3% | -11.5% | +8.2% | -0.3% |
| 30D | +1.4% | +3.9% | -2.5% | +0.2% |
| 3M | +4.6% | +10.8% | -6.1% | +1.3% |
| 6M | +18.1% | -5.3% | +23.4% | +18.5% |
| YTD | +34.7% | -26.1% | +60.8% | +43.4% |
| 1Y | +65.6% | -38.5% | +104.2% | +85.4% |
| 3Y | +83.8% | -14.5% | +98.2% | +83.6% |
| 5Y | +46.5% | -28.9% | +75.4% | +50.1% |
| All | -50.4% | +100.8% | -151.1% | -61.2% |
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