+616.9%
GOOGL vs TYL
+168.7%
+448.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | +1.8% | +6.7% | -4.9% | -0.7% |
| 30D | -18.8% | +26.5% | -45.3% | -26.1% |
| 3M | -20.3% | +37.3% | -57.6% | -30.1% |
| 6M | -28.4% | +31.2% | -59.5% | -36.9% |
| YTD | -8.8% | -7.4% | -1.5% | -8.7% |
| 1Y | +0.3% | -9.6% | +9.8% | +1.3% |
| 3Y | +120.7% | +1.9% | +118.8% | +99.9% |
| 5Y | +93.1% | -21.1% | +114.2% | +92.9% |
| All | +616.9% | +168.7% | +448.2% | +303.3% |
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