+30.8%
ASML vs TYL
-8.4%
+39.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -8.6% |
| 7D | -19.0% | +15.1% | -34.1% | -13.7% |
| 30D | -25.9% | +30.1% | -56.0% | -16.8% |
| 3M | -19.1% | +40.4% | -59.4% | -5.9% |
| 6M | -5.7% | +31.3% | -37.0% | +10.4% |
| YTD | +27.6% | -5.2% | +32.8% | +32.5% |
| 1Y | +30.8% | -6.6% | +37.4% | +35.2% |
| All | +30.8% | -8.4% | +39.2% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling