+36.3%
BABA vs TYL
+2.6%
+33.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +11.6% | +6.7% | +5.0% | +11.2% |
| 30D | +2.3% | +26.5% | -24.3% | +0.7% |
| 3M | -13.7% | +37.3% | -51.0% | -15.7% |
| 6M | -21.9% | +31.2% | -53.1% | -23.6% |
| YTD | -24.6% | -7.4% | -17.3% | -22.4% |
| 1Y | -34.1% | -9.6% | -24.5% | -31.9% |
| 3Y | +36.3% | +1.9% | +34.4% | +34.7% |
| All | +36.3% | +2.6% | +33.7% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling