-27.7%
BABA vs TYL
-20.5%
-7.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +8.6% | +15.1% | -6.5% | +3.9% |
| 30D | -1.1% | +30.1% | -31.1% | -9.3% |
| 3M | -15.9% | +40.4% | -56.3% | -25.3% |
| 6M | -17.5% | +31.3% | -48.8% | -26.0% |
| YTD | -25.6% | -5.2% | -20.4% | -24.6% |
| 1Y | -33.8% | -6.6% | -27.2% | -32.7% |
| 3Y | +34.6% | +3.4% | +31.2% | +22.3% |
| 5Y | -27.7% | -19.3% | -8.4% | -28.1% |
| All | -27.7% | -20.5% | -7.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling