+209.9%
BKNG vs TYL
+101.5%
+108.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -9.8% | -7.5% | -2.3% | -6.9% |
| 30D | -17.9% | +6.0% | -23.9% | -19.8% |
| 3M | +6.6% | +13.9% | -7.4% | +0.7% |
| 6M | +1.1% | -3.3% | +4.4% | +1.4% |
| YTD | -18.2% | -25.8% | +7.6% | -9.8% |
| 1Y | -20.2% | -39.2% | +19.0% | -4.9% |
| 3Y | +39.9% | -13.2% | +53.0% | +39.1% |
| 5Y | +93.1% | -28.6% | +121.7% | +102.5% |
| All | +209.9% | +101.5% | +108.4% | +114.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling