+15.8%
BABA vs TYL
+174.6%
-158.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.5% |
| 7D | +3.8% | +3.5% | +0.3% | +2.6% |
| 30D | -5.4% | +26.9% | -32.3% | -13.2% |
| 3M | -17.9% | +33.8% | -51.8% | -26.6% |
| 6M | -24.1% | +28.8% | -52.9% | -32.1% |
| YTD | -27.4% | -7.9% | -19.6% | -27.0% |
| 1Y | -36.1% | -9.8% | -26.3% | -35.3% |
| 3Y | +35.4% | +1.2% | +34.2% | +25.1% |
| 5Y | -30.1% | -22.8% | -7.3% | -29.7% |
| 10Y | +15.8% | +168.8% | -153.0% | -30.3% |
| All | +15.8% | +174.6% | -158.7% | -30.3% |
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 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