+4,681.2%
DELL vs TYL
+123.0%
+4,558.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.8% |
| 7D | +14.9% | -3.7% | +18.6% | +16.2% |
| 30D | +13.3% | +18.7% | -5.5% | +6.3% |
| 3M | +24.4% | +18.1% | +6.3% | +14.6% |
| 6M | +258.0% | -1.1% | +259.1% | +251.3% |
| YTD | +320.2% | -19.8% | +340.0% | +344.4% |
| 1Y | +319.1% | -34.3% | +353.4% | +378.8% |
| 3Y | +706.5% | -8.2% | +714.8% | +683.6% |
| 5Y | +1,071.9% | -25.4% | +1,097.3% | +1,100.9% |
| 10Y | +4,683.5% | +115.6% | +4,567.9% | +2,977.3% |
| All | +4,681.2% | +123.0% | +4,558.2% | +2,948.5% |
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 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