+13,444.1%
GOOG vs TYL
+4,018.0%
+9,426.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.3% |
| 7D | -2.1% | -3.7% | +1.5% | -0.9% |
| 30D | -6.8% | +18.7% | -25.6% | -12.3% |
| 3M | -9.1% | +18.1% | -27.2% | -15.0% |
| 6M | +10.7% | -1.1% | +11.8% | +9.1% |
| YTD | +7.1% | -19.8% | +26.9% | +12.2% |
| 1Y | +44.6% | -34.3% | +78.9% | +62.0% |
| 3Y | +147.4% | -8.2% | +155.7% | +138.7% |
| 5Y | +133.8% | -25.4% | +159.2% | +139.9% |
| 10Y | +777.5% | +115.6% | +661.9% | +520.5% |
| All | +13,444.1% | +4,018.0% | +9,426.1% | +3,695.7% |
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