+643.6%
GOOGL vs TYL
+169.5%
+474.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.6% | +4.3% | -1.7% | +1.0% |
| 30D | -18.3% | +28.0% | -46.2% | -26.0% |
| 3M | -19.6% | +32.3% | -51.9% | -28.4% |
| 6M | -28.2% | +29.9% | -58.1% | -36.5% |
| YTD | -8.0% | -7.1% | -0.9% | -7.9% |
| 1Y | -0.7% | -9.2% | +8.5% | +0.2% |
| 3Y | +118.8% | +0.7% | +118.1% | +99.5% |
| 5Y | +98.9% | -21.1% | +119.9% | +98.6% |
| 10Y | +643.6% | +180.8% | +462.8% | +311.7% |
| All | +643.6% | +169.5% | +474.1% | +311.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling