+25.2%
ABNB vs TYL
-3.9%
+29.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.2% |
| 30D | +10.8% | +25.2% | -14.4% | -2.4% |
| 3M | -2.1% | +31.8% | -33.8% | -16.6% |
| 6M | +32.2% | +36.3% | -4.1% | +9.1% |
| YTD | +33.5% | -6.3% | +39.7% | +34.4% |
| 1Y | +47.8% | -9.5% | +57.3% | +51.9% |
| 3Y | +53.3% | +1.6% | +51.7% | +38.4% |
| 5Y | -5.5% | -21.8% | +16.3% | -7.2% |
| All | +25.2% | -3.9% | +29.0% | +17.7% |
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