+164.1%
HON vs TYL
+174.6%
-10.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.6% | +4.2% |
| 7D | +2.3% | +3.5% | -1.2% | +1.4% |
| 30D | +10.2% | +26.9% | -16.7% | +4.0% |
| 3M | -6.7% | +33.8% | -40.5% | -13.5% |
| 6M | +3.3% | +28.8% | -25.5% | -4.0% |
| YTD | +13.4% | -7.9% | +21.3% | +14.1% |
| 1Y | +14.7% | -9.8% | +24.5% | +15.9% |
| 3Y | +33.4% | +1.2% | +32.2% | +27.8% |
| 5Y | +12.7% | -22.8% | +35.5% | +14.4% |
| 10Y | +164.1% | +168.8% | -4.7% | +81.7% |
| All | +164.1% | +174.6% | -10.4% | +81.7% |
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