+772.7%
GOOG vs TYL
+102.8%
+670.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -1.6% | -8.6% | +7.0% | +1.8% |
| 30D | -7.7% | +7.5% | -15.2% | -10.5% |
| 3M | -9.3% | +10.9% | -20.2% | -14.0% |
| 6M | +7.4% | -6.7% | +14.2% | +8.3% |
| YTD | +4.9% | -24.5% | +29.4% | +14.3% |
| 1Y | +37.2% | -38.6% | +75.8% | +63.4% |
| 3Y | +141.6% | -12.6% | +154.2% | +131.2% |
| 5Y | +128.8% | -28.2% | +157.0% | +134.9% |
| 10Y | +772.7% | +104.0% | +668.7% | +446.8% |
| All | +772.7% | +102.8% | +670.0% | +446.8% |
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