+19.2%
BABA vs TYL
+366.4%
-347.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +3.3% |
| 7D | +4.3% | +17.3% | -13.0% | -1.3% |
| 30D | -5.0% | +28.9% | -33.9% | -13.3% |
| 3M | -18.4% | +35.1% | -53.4% | -27.2% |
| 6M | -20.3% | +29.3% | -49.6% | -28.8% |
| YTD | -27.5% | -6.8% | -20.7% | -27.7% |
| 1Y | -35.3% | -9.9% | -25.4% | -34.7% |
| 3Y | +31.2% | +1.7% | +29.5% | +21.6% |
| 5Y | -32.1% | -21.6% | -10.5% | -32.0% |
| 10Y | +14.7% | +173.5% | -158.8% | -30.7% |
| All | +19.2% | +366.4% | -347.3% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling