+172.1%
DELL vs TYL
-8.6%
+180.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.8% | +11.9% |
| 7D | +0.4% | +0.5% | -0.2% | +0.5% |
| 30D | -35.1% | +25.2% | -60.3% | -32.6% |
| 3M | -15.1% | +31.8% | -46.9% | -11.7% |
| 6M | +51.7% | +36.3% | +15.5% | +58.3% |
| YTD | +200.0% | -6.3% | +206.2% | +207.3% |
| 1Y | +172.1% | -9.5% | +181.6% | +177.4% |
| All | +172.1% | -8.6% | +180.8% | +177.4% |
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 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