+79.7%
VTRS vs TYL
-20.9%
+100.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +9.6% | +0.5% | +9.0% | +9.4% |
| 30D | +20.1% | +25.2% | -5.1% | +15.0% |
| 3M | +30.3% | +31.8% | -1.4% | +23.2% |
| 6M | +26.3% | +36.3% | -9.9% | +18.1% |
| YTD | +73.1% | -6.3% | +79.4% | +73.9% |
| 1Y | +94.7% | -9.5% | +104.2% | +96.9% |
| 3Y | +159.7% | +1.6% | +158.0% | +153.3% |
| 5Y | +79.7% | -21.8% | +101.5% | +69.0% |
| All | +79.7% | -20.9% | +100.6% | +69.0% |
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