+581.9%
VTRS vs TYL
+12,593.6%
-12,011.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | 0.0% |
| 7D | +3.3% | -3.7% | +7.0% | +3.7% |
| 30D | -3.6% | +18.7% | -22.4% | -5.3% |
| 3M | +7.0% | +18.1% | -11.2% | +5.0% |
| 6M | +17.5% | -1.1% | +18.6% | +17.2% |
| YTD | +38.8% | -19.8% | +58.6% | +40.8% |
| 1Y | +69.2% | -34.3% | +103.5% | +74.9% |
| 3Y | +77.5% | -8.2% | +85.7% | +76.9% |
| 5Y | +39.9% | -25.4% | +65.3% | +41.2% |
| 10Y | -47.1% | +115.6% | -162.7% | -51.7% |
| All | +581.9% | +12,593.6% | -12,011.8% | +294.1% |
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