+92.9%
GOOGL vs TYL
-21.3%
+114.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | +1.8% | +6.7% | -4.9% | -0.1% |
| 30D | -18.8% | +26.5% | -45.3% | -24.5% |
| 3M | -20.3% | +37.3% | -57.6% | -28.1% |
| 6M | -28.4% | +31.2% | -59.5% | -35.1% |
| YTD | -8.8% | -7.4% | -1.5% | -7.0% |
| 1Y | +0.3% | -9.6% | +9.8% | +3.2% |
| 3Y | +120.7% | +1.9% | +118.8% | +101.1% |
| All | +92.9% | -21.3% | +114.2% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling