+11.7%
BABA vs TYL
+183.6%
-171.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +0.8% | -14.6% | -14.0% |
| 30D | -15.1% | +21.1% | -36.2% | -20.8% |
| 3M | -22.7% | +28.9% | -51.7% | -29.9% |
| 6M | -34.7% | +42.0% | -76.7% | -43.6% |
| YTD | -35.0% | -6.6% | -28.4% | -34.9% |
| 1Y | -40.4% | -9.1% | -31.3% | -39.8% |
| 3Y | +21.9% | +1.8% | +20.1% | +12.6% |
| 5Y | -39.9% | -22.9% | -17.0% | -39.5% |
| All | +11.7% | +183.6% | -171.9% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling