+27.1%
BABA vs TYL
-8.1%
+35.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.6% |
| 7D | -4.8% | -3.7% | -1.1% | -4.5% |
| 30D | -11.9% | +18.7% | -30.6% | -13.3% |
| 3M | -9.3% | +18.1% | -27.4% | -11.0% |
| 6M | -14.2% | -1.1% | -13.1% | -13.8% |
| YTD | -22.0% | -19.8% | -2.2% | -18.7% |
| 1Y | -12.7% | -34.3% | +21.6% | -5.0% |
| All | +27.1% | -8.1% | +35.3% | +24.0% |
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