+13,507.3%
GOOGL vs TYL
+4,018.0%
+9,489.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.3% |
| 7D | -2.3% | -3.7% | +1.4% | -1.1% |
| 30D | -6.6% | +18.7% | -25.3% | -12.1% |
| 3M | -8.9% | +18.1% | -27.1% | -14.9% |
| 6M | +11.9% | -1.1% | +13.0% | +10.3% |
| YTD | +8.3% | -19.8% | +28.2% | +13.5% |
| 1Y | +46.2% | -34.3% | +80.5% | +63.8% |
| 3Y | +151.9% | -8.2% | +160.1% | +142.9% |
| 5Y | +137.7% | -25.4% | +163.1% | +143.8% |
| 10Y | +757.6% | +115.6% | +642.0% | +506.0% |
| All | +13,507.3% | +4,018.0% | +9,489.3% | +3,712.2% |
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