+91.9%
GOOG vs TYL
-21.3%
+113.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | +2.1% | +6.7% | -4.6% | +0.2% |
| 30D | -18.3% | +26.5% | -44.8% | -24.1% |
| 3M | -20.3% | +37.3% | -57.6% | -28.2% |
| 6M | -28.1% | +31.2% | -59.2% | -34.8% |
| YTD | -9.3% | -7.4% | -2.0% | -7.5% |
| 1Y | -0.2% | -9.6% | +9.3% | +2.7% |
| 3Y | +118.0% | +1.9% | +116.1% | +98.7% |
| All | +91.9% | -21.3% | +113.2% | +91.2% |
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