+691.7%
AVGO vs TYL
-25.2%
+716.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.4% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | -14.4% | +18.7% | -33.2% | -18.9% |
| 3M | -14.4% | +18.1% | -32.6% | -19.8% |
| 6M | +13.1% | -1.1% | +14.3% | +12.3% |
| YTD | +3.8% | -19.8% | +23.6% | +11.3% |
| 1Y | +17.8% | -34.3% | +52.1% | +37.3% |
| 3Y | +325.3% | -8.2% | +333.5% | +300.5% |
| All | +691.7% | -25.2% | +716.8% | +708.2% |
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