+552.2%
DELL vs TYL
-21.3%
+573.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +4.1% |
| 7D | -22.6% | +6.7% | -29.2% | -23.8% |
| 30D | -43.2% | +26.5% | -69.7% | -46.6% |
| 3M | -24.8% | +37.3% | -62.1% | -31.5% |
| 6M | +38.0% | +31.2% | +6.8% | +25.7% |
| YTD | +163.7% | -7.4% | +171.1% | +168.7% |
| 1Y | +122.5% | -9.6% | +132.1% | +128.3% |
| 3Y | +377.0% | +1.9% | +375.1% | +356.3% |
| All | +552.2% | -21.3% | +573.5% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling