+113.2%
HPE vs TYL
-9.5%
+122.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +1.1% |
| 7D | -9.7% | +4.3% | -14.0% | -8.6% |
| 30D | -34.8% | +28.0% | -62.7% | -30.6% |
| 3M | -12.1% | +32.3% | -44.5% | -6.0% |
| 6M | +53.7% | +29.9% | +23.8% | +65.6% |
| YTD | +101.9% | -7.1% | +109.0% | +117.2% |
| All | +113.2% | -9.5% | +122.6% | +129.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling