+17.1%
BABA vs TYL
+168.7%
-151.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.1% |
| 7D | +11.6% | +6.7% | +5.0% | +9.2% |
| 30D | +2.3% | +26.5% | -24.3% | -6.1% |
| 3M | -13.7% | +37.3% | -51.0% | -23.5% |
| 6M | -21.9% | +31.2% | -53.1% | -30.6% |
| YTD | -24.6% | -7.4% | -17.3% | -24.3% |
| 1Y | -34.1% | -9.6% | -24.5% | -33.3% |
| 3Y | +36.3% | +1.9% | +34.4% | +25.6% |
| 5Y | -26.7% | -21.1% | -5.6% | -27.0% |
| All | +17.1% | +168.7% | -151.6% | -29.3% |
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