+5,919.9%
HON vs TYL
+14,564.8%
-8,644.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.3% |
| 7D | +0.8% | +6.7% | -5.9% | 0.0% |
| 30D | +5.7% | +26.5% | -20.8% | +2.7% |
| 3M | -8.3% | +37.3% | -45.6% | -12.0% |
| 6M | -2.4% | +31.2% | -33.6% | -6.1% |
| YTD | +9.0% | -7.4% | +16.4% | +8.7% |
| 1Y | +9.2% | -9.6% | +18.8% | +9.2% |
| 3Y | +26.3% | +1.9% | +24.4% | +23.9% |
| 5Y | +9.1% | -21.1% | +30.2% | +9.4% |
| 10Y | +163.4% | +171.8% | -8.3% | +127.7% |
| All | +5,919.9% | +14,564.8% | -8,644.9% | +2,841.1% |
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