+11,349.2%
GOOGL vs TYL
+4,657.5%
+6,691.7%
-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 | +1.8% | +6.7% | -4.9% | -0.4% |
| 30D | -18.8% | +26.5% | -45.3% | -25.4% |
| 3M | -20.3% | +37.3% | -57.6% | -29.2% |
| 6M | -28.4% | +31.2% | -59.5% | -36.1% |
| YTD | -8.8% | -7.4% | -1.5% | -9.7% |
| 1Y | +0.3% | -9.6% | +9.8% | 0.0% |
| 3Y | +120.7% | +1.9% | +118.8% | +104.7% |
| 5Y | +93.1% | -21.1% | +114.2% | +93.3% |
| 10Y | +636.1% | +171.8% | +464.3% | +378.8% |
| All | +11,349.2% | +4,657.5% | +6,691.7% | +2,931.5% |
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