+11,408.7%
GOOG vs TYL
+4,669.9%
+6,738.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +2.4% | +4.3% | -1.9% | +0.9% |
| 30D | -18.1% | +28.0% | -46.0% | -25.0% |
| 3M | -19.9% | +32.3% | -52.2% | -27.8% |
| 6M | -28.2% | +29.9% | -58.1% | -35.6% |
| YTD | -9.0% | -7.1% | -1.9% | -10.0% |
| 1Y | -1.7% | -9.2% | +7.5% | -2.1% |
| 3Y | +114.5% | +0.7% | +113.8% | +99.9% |
| 5Y | +96.2% | -21.1% | +117.2% | +96.3% |
| 10Y | +654.4% | +180.8% | +473.5% | +386.2% |
| All | +11,408.7% | +4,669.9% | +6,738.8% | +2,946.4% |
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