+133.6%
HOOD vs TYL
-15.2%
+148.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.9% |
| 7D | -5.1% | +4.3% | -9.4% | -7.8% |
| 30D | -25.4% | +28.0% | -53.3% | -37.1% |
| 3M | -14.0% | +32.3% | -46.3% | -29.7% |
| 6M | +5.6% | +29.9% | -24.3% | -15.8% |
| YTD | -28.1% | -7.1% | -21.0% | -27.2% |
| 1Y | -40.1% | -9.2% | -30.9% | -38.6% |
| 3Y | +888.2% | +0.7% | +887.5% | +798.2% |
| 5Y | +135.8% | -21.1% | +156.9% | +152.8% |
| All | +133.6% | -15.2% | +148.7% | +133.3% |
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