+123.6%
HOOD vs TYL
-14.7%
+138.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -3.8% | +0.8% | -4.6% | -4.3% |
| 30D | -23.0% | +21.1% | -44.1% | -32.6% |
| 3M | -21.6% | +28.9% | -50.6% | -34.9% |
| 6M | +1.4% | +42.0% | -40.6% | -24.1% |
| YTD | -31.2% | -6.6% | -24.6% | -30.5% |
| 1Y | -35.9% | -9.1% | -26.9% | -34.2% |
| 3Y | +836.9% | +1.8% | +835.1% | +744.4% |
| 5Y | +121.1% | -22.9% | +144.1% | +133.8% |
| All | +123.6% | -14.7% | +138.3% | +122.6% |
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