+31,416.6%
AVGO vs TYL
+2,260.8%
+29,155.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.9% |
| 7D | -3.0% | -3.7% | +0.7% | -1.5% |
| 30D | -14.4% | +18.7% | -33.2% | -20.7% |
| 3M | -14.4% | +18.1% | -32.6% | -22.0% |
| 6M | +13.1% | -1.1% | +14.3% | +10.2% |
| YTD | +3.8% | -19.8% | +23.6% | +9.5% |
| 1Y | +17.8% | -34.3% | +52.1% | +35.5% |
| 3Y | +325.3% | -8.2% | +333.5% | +302.9% |
| 5Y | +689.9% | -25.4% | +715.3% | +709.4% |
| 10Y | +2,597.0% | +115.6% | +2,481.4% | +1,549.8% |
| All | +31,416.6% | +2,260.8% | +29,155.9% | +5,730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling