-20.2%
BKNG vs TYL
-39.3%
+19.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | -10.7% | -11.5% | +0.9% | -7.5% |
| 30D | -18.1% | +3.9% | -22.0% | -19.0% |
| 3M | +8.5% | +10.8% | -2.3% | +5.0% |
| 6M | -0.1% | -5.3% | +5.2% | +0.1% |
| YTD | -18.2% | -26.1% | +7.9% | -16.4% |
| All | -20.2% | -39.3% | +19.1% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling