+37.2%
GOOG vs TYL
-39.5%
+76.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.2% |
| 7D | -1.6% | -8.6% | +7.0% | -2.0% |
| 30D | -7.7% | +7.5% | -15.2% | -7.1% |
| 3M | -9.3% | +10.9% | -20.2% | -8.5% |
| 6M | +7.4% | -6.7% | +14.2% | +7.5% |
| YTD | +4.9% | -24.5% | +29.4% | +4.0% |
| 1Y | +37.2% | -38.6% | +75.8% | +33.1% |
| All | +37.2% | -39.5% | +76.7% | +33.1% |
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 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