+39.1%
BKNG vs TYL
-12.9%
+52.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.4% |
| 7D | -13.1% | -8.6% | -4.5% | -10.9% |
| 30D | -18.5% | +7.5% | -26.1% | -20.2% |
| 3M | +5.8% | +10.9% | -5.2% | +2.4% |
| 6M | -2.1% | -6.7% | +4.6% | -1.2% |
| YTD | -18.6% | -24.5% | +5.9% | -14.0% |
| 1Y | -21.7% | -38.6% | +17.0% | -12.8% |
| All | +39.1% | -12.9% | +52.1% | +38.4% |
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