+84.2%
ASML vs TYL
-22.4%
+106.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.3% | -4.9% |
| 7D | -10.0% | +17.3% | -27.3% | -14.4% |
| 30D | -19.4% | +28.9% | -48.3% | -25.9% |
| 3M | -12.5% | +35.1% | -47.5% | -21.8% |
| 6M | +8.2% | +29.3% | -21.1% | -4.1% |
| YTD | +40.7% | -6.8% | +47.5% | +44.2% |
| 1Y | +46.1% | -9.9% | +56.0% | +52.2% |
| 3Y | +138.5% | +1.7% | +136.8% | +112.3% |
| 5Y | +84.2% | -21.6% | +105.7% | +90.1% |
| All | +84.2% | -22.4% | +106.6% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling