-6.7%
AVGO vs TYL
-8.1%
+1.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +4.1% |
| 7D | 0.0% | +4.3% | -4.4% | +1.0% |
| 30D | -8.2% | +28.0% | -36.1% | -2.9% |
| 3M | -21.3% | +32.3% | -53.6% | -15.9% |
| 6M | -22.5% | +29.9% | -52.4% | -16.2% |
| YTD | -3.6% | -7.1% | +3.6% | -4.3% |
| 1Y | -6.7% | -9.2% | +2.5% | -9.0% |
| All | -6.7% | -8.1% | +1.4% | -9.0% |
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