+603.5%
AVGO vs TYL
-23.1%
+626.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +25.0% | -1.6% | +26.6% | +25.4% |
| 30D | +2.0% | +22.1% | -20.1% | -3.6% |
| 3M | -12.3% | +33.4% | -45.6% | -19.7% |
| 6M | -12.8% | +36.8% | -49.6% | -22.1% |
| YTD | +5.9% | -6.7% | +12.5% | +8.4% |
| 1Y | +3.3% | -9.2% | +12.6% | +6.8% |
| 3Y | +293.1% | +1.2% | +291.9% | +265.0% |
| All | +603.5% | -23.1% | +626.6% | +639.0% |
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 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