+87.0%
VTRS vs TYL
-12.9%
+99.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -3.5% | -8.6% | +5.1% | -2.3% |
| 30D | +2.1% | +7.5% | -5.4% | +0.9% |
| 3M | +2.6% | +10.9% | -8.3% | +0.7% |
| 6M | +17.8% | -6.7% | +24.5% | +18.2% |
| YTD | +35.7% | -24.5% | +60.2% | +41.1% |
| 1Y | +63.5% | -38.6% | +102.1% | +77.9% |
| All | +87.0% | -12.9% | +99.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling