+2,755.4%
AVGO vs TYL
+106.7%
+2,648.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.4% | +4.7% |
| 7D | -0.3% | -7.6% | +7.3% | +2.7% |
| 30D | -13.8% | +11.3% | -25.2% | -17.9% |
| 3M | -6.9% | +14.5% | -21.4% | -13.8% |
| 6M | +11.9% | -7.1% | +19.1% | +12.4% |
| YTD | +6.9% | -23.4% | +30.3% | +15.8% |
| 1Y | +7.4% | -38.6% | +46.0% | +28.8% |
| 3Y | +345.6% | -11.3% | +356.9% | +323.5% |
| 5Y | +718.9% | -28.0% | +746.8% | +748.7% |
| 10Y | +2,755.4% | +104.9% | +2,650.5% | +1,755.1% |
| All | +2,755.4% | +106.7% | +2,648.7% | +1,755.1% |
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 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