+20.6%
ABNB vs TYL
-21.4%
+42.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -1.6% |
| 7D | -4.4% | -7.6% | +3.2% | -0.1% |
| 30D | -2.0% | +11.3% | -13.3% | -7.8% |
| 3M | +29.8% | +14.5% | +15.3% | +19.2% |
| 6M | +31.0% | -7.1% | +38.2% | +34.4% |
| YTD | +28.6% | -23.4% | +52.0% | +45.7% |
| 1Y | +40.1% | -38.6% | +78.6% | +80.9% |
| 3Y | +19.7% | -11.3% | +31.0% | +15.2% |
| 5Y | +6.5% | -28.0% | +34.4% | +12.6% |
| All | +20.6% | -21.4% | +42.0% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling