+721.3%
BKNG vs TYL
+9,592.8%
-8,871.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -0.7% | +21.1% | -21.8% | -5.4% |
| 3M | -25.0% | +28.9% | -53.9% | -29.8% |
| 6M | +3.4% | +42.0% | -38.6% | -6.0% |
| YTD | -25.0% | -6.6% | -18.4% | -24.7% |
| 1Y | -20.7% | -9.1% | -11.6% | -20.0% |
| 3Y | +30.9% | +1.8% | +29.1% | +26.8% |
| 5Y | +66.6% | -22.9% | +89.5% | +70.8% |
| 10Y | +165.1% | +182.3% | -17.2% | +97.5% |
| All | +721.3% | +9,592.8% | -8,871.5% | +189.8% |
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