+120.2%
ADBE vs TYL
+168.7%
-48.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.4% |
| 7D | -4.4% | +6.7% | -11.0% | -8.4% |
| 30D | +2.8% | +26.5% | -23.7% | -12.1% |
| 3M | -8.0% | +37.3% | -45.3% | -25.4% |
| 6M | -4.3% | +31.2% | -35.5% | -20.2% |
| YTD | -31.6% | -7.4% | -24.3% | -30.0% |
| 1Y | -26.9% | -9.6% | -17.3% | -24.1% |
| 3Y | -57.7% | +1.9% | -59.6% | -61.3% |
| 5Y | -63.9% | -21.1% | -42.8% | -61.0% |
| All | +120.2% | +168.7% | -48.4% | +10.2% |
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