+11,368.7%
GOOG vs TYL
+4,657.5%
+6,711.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +2.1% | +6.7% | -4.6% | -0.1% |
| 30D | -18.3% | +26.5% | -44.8% | -24.9% |
| 3M | -20.3% | +37.3% | -57.6% | -29.1% |
| 6M | -28.1% | +31.2% | -59.2% | -35.8% |
| YTD | -9.3% | -7.4% | -2.0% | -10.2% |
| 1Y | -0.2% | -9.6% | +9.3% | -0.5% |
| 3Y | +118.0% | +1.9% | +116.1% | +102.3% |
| 5Y | +92.1% | -21.1% | +113.2% | +92.3% |
| 10Y | +652.3% | +171.8% | +480.5% | +389.8% |
| All | +11,368.7% | +4,657.5% | +6,711.3% | +2,938.6% |
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