+388.0%
DELL vs TYL
+1.3%
+386.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | +4.9% | +0.8% | +4.0% | +4.8% |
| 30D | -32.1% | +21.1% | -53.2% | -33.1% |
| 3M | -30.2% | +28.9% | -59.1% | -32.1% |
| 6M | +41.7% | +42.0% | -0.3% | +34.1% |
| YTD | +176.6% | -6.6% | +183.2% | +193.2% |
| 1Y | +159.9% | -9.1% | +169.0% | +177.7% |
| 3Y | +388.0% | +1.8% | +386.1% | +368.1% |
| All | +388.0% | +1.3% | +386.6% | +368.1% |
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