+132.4%
HOOD vs TYL
-15.4%
+147.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +4.6% |
| 7D | -4.8% | +6.7% | -11.5% | -8.9% |
| 30D | -26.1% | +26.5% | -52.7% | -37.2% |
| 3M | -10.8% | +37.3% | -48.1% | -28.9% |
| 6M | +2.4% | +31.2% | -28.8% | -19.1% |
| YTD | -28.5% | -7.4% | -21.1% | -27.4% |
| 1Y | -36.3% | -9.6% | -26.8% | -34.5% |
| 3Y | +743.7% | +1.9% | +741.8% | +657.1% |
| 5Y | +118.6% | -21.1% | +139.7% | +135.3% |
| All | +132.4% | -15.4% | +147.7% | +132.5% |
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