+367.6%
HPE vs TYL
+182.7%
+184.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -9.7% | +4.3% | -14.0% | -10.7% |
| 30D | -34.8% | +28.0% | -62.7% | -38.9% |
| 3M | -12.1% | +32.3% | -44.5% | -19.1% |
| 6M | +53.7% | +29.9% | +23.8% | +40.1% |
| YTD | +101.9% | -7.1% | +109.0% | +102.8% |
| 1Y | +104.3% | -9.2% | +113.6% | +106.5% |
| 3Y | +223.1% | +0.7% | +222.3% | +210.5% |
| 5Y | +249.2% | -21.1% | +270.2% | +253.7% |
| All | +367.6% | +182.7% | +184.9% | +189.4% |
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