+244.4%
AVGO vs TYL
+2.6%
+241.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | -9.9% | +6.7% | -16.6% | -9.8% |
| 30D | -22.0% | +26.5% | -48.5% | -22.0% |
| 3M | -30.0% | +37.3% | -67.3% | -30.3% |
| 6M | -30.7% | +31.2% | -61.9% | -30.8% |
| YTD | -14.7% | -7.4% | -7.3% | -9.1% |
| 1Y | -16.8% | -9.6% | -7.2% | -11.1% |
| 3Y | +244.4% | +1.9% | +242.5% | +222.3% |
| All | +244.4% | +2.6% | +241.8% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling