+94.5%
AAPL vs TYL
+1.2%
+93.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +4.1% | +22.1% | -18.0% | -0.8% |
| 3M | +17.5% | +33.4% | -15.9% | +9.4% |
| 6M | +20.6% | +36.8% | -16.2% | +10.9% |
| YTD | +31.0% | -6.7% | +37.7% | +33.8% |
| 1Y | +30.2% | -9.2% | +39.4% | +34.1% |
| All | +94.5% | +1.2% | +93.3% | +91.5% |
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 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