+139.3%
HOOD vs TYL
-15.9%
+155.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.3% |
| 7D | -0.6% | +3.5% | -4.1% | -3.0% |
| 30D | -23.6% | +26.9% | -50.5% | -35.2% |
| 3M | -10.7% | +33.8% | -44.5% | -27.6% |
| 6M | +8.2% | +28.8% | -20.7% | -13.2% |
| YTD | -26.3% | -7.9% | -18.5% | -25.0% |
| 1Y | -36.1% | -9.8% | -26.3% | -34.2% |
| 3Y | +950.7% | +1.2% | +949.5% | +848.6% |
| 5Y | +127.0% | -22.8% | +149.8% | +143.4% |
| All | +139.3% | -15.9% | +155.1% | +140.3% |
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 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