+125.1%
HOOD vs TYL
-13.4%
+138.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.7% | -12.0% | -11.4% |
| 7D | -14.4% | +15.1% | -29.5% | -22.1% |
| 30D | -30.0% | +30.1% | -60.1% | -41.5% |
| 3M | -15.5% | +40.4% | -55.9% | -33.6% |
| 6M | +1.8% | +31.3% | -29.5% | -19.4% |
| YTD | -30.7% | -5.2% | -25.5% | -30.6% |
| 1Y | -45.0% | -6.6% | -38.4% | -44.6% |
| 3Y | +709.0% | +3.4% | +705.6% | +621.9% |
| 5Y | +111.8% | -19.3% | +131.1% | +124.9% |
| All | +125.1% | -13.4% | +138.5% | +122.2% |
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