+5.4%
HON vs TYL
-25.2%
+30.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.7% |
| 7D | -3.6% | -3.7% | +0.1% | -2.9% |
| 30D | -15.3% | +18.7% | -34.0% | -18.2% |
| 3M | -7.9% | +18.1% | -26.0% | -11.4% |
| 6M | -18.1% | -1.1% | -16.9% | -18.4% |
| YTD | +3.8% | -19.8% | +23.6% | +8.3% |
| 1Y | +0.5% | -34.3% | +34.8% | +10.5% |
| 3Y | +19.8% | -8.2% | +28.0% | +17.5% |
| All | +5.4% | -25.2% | +30.6% | +4.3% |
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