+139.9%
HON vs TYL
+116.3%
+23.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.9% |
| 7D | -3.6% | -3.7% | +0.1% | -2.8% |
| 30D | -15.3% | +18.7% | -34.0% | -18.9% |
| 3M | -7.9% | +18.1% | -26.0% | -12.2% |
| 6M | -18.1% | -1.1% | -16.9% | -18.7% |
| YTD | +3.8% | -19.8% | +23.6% | +8.3% |
| 1Y | +0.5% | -34.3% | +34.8% | +10.9% |
| 3Y | +19.8% | -8.2% | +28.0% | +17.2% |
| 5Y | +2.9% | -25.4% | +28.3% | +4.7% |
| All | +139.9% | +116.3% | +23.7% | +79.2% |
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 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