+2,481.8%
AVGO vs TYL
+182.7%
+2,299.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.6% |
| 7D | 0.0% | +4.3% | -4.4% | -1.7% |
| 30D | -8.2% | +28.0% | -36.1% | -17.0% |
| 3M | -21.3% | +32.3% | -53.6% | -30.4% |
| 6M | -22.5% | +29.9% | -52.4% | -32.5% |
| YTD | -3.6% | -7.1% | +3.6% | -3.9% |
| 1Y | -6.7% | -9.2% | +2.5% | -6.3% |
| 3Y | +258.1% | +0.7% | +257.4% | +225.5% |
| 5Y | +560.9% | -21.1% | +581.9% | +567.6% |
| All | +2,481.8% | +182.7% | +2,299.1% | +1,364.5% |
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