+750.7%
VTRS vs TYL
+14,737.8%
-13,987.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +9.6% | +0.5% | +9.0% | +9.5% |
| 30D | +20.1% | +25.2% | -5.1% | +17.4% |
| 3M | +30.3% | +31.8% | -1.4% | +26.6% |
| 6M | +26.3% | +36.3% | -9.9% | +22.0% |
| YTD | +73.1% | -6.3% | +79.4% | +72.8% |
| 1Y | +94.7% | -9.5% | +104.2% | +94.9% |
| 3Y | +159.7% | +1.6% | +158.0% | +156.0% |
| 5Y | +79.7% | -21.8% | +101.5% | +80.2% |
| 10Y | -30.5% | +183.3% | -213.8% | -38.1% |
| All | +750.7% | +14,737.8% | -13,987.1% | +383.5% |
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