+2,876.0%
DELL vs TYL
+183.3%
+2,692.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | -1.6% | +18.7% | +17.6% |
| 30D | -35.1% | +22.1% | -57.2% | -39.6% |
| 3M | -23.3% | +33.4% | -56.6% | -31.4% |
| 6M | +55.8% | +36.8% | +19.0% | +35.4% |
| YTD | +198.0% | -6.7% | +204.7% | +196.7% |
| 1Y | +166.6% | -9.2% | +175.8% | +167.9% |
| 3Y | +427.6% | +1.2% | +426.5% | +395.0% |
| 5Y | +630.6% | -23.0% | +653.7% | +645.9% |
| All | +2,876.0% | +183.3% | +2,692.7% | +1,633.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling