+18.7%
HPQ vs TYL
-34.2%
+52.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +3.3% |
| 7D | +6.9% | -3.7% | +10.6% | +8.0% |
| 30D | +14.4% | +18.7% | -4.3% | +8.8% |
| 3M | +25.6% | +18.1% | +7.5% | +19.4% |
| 6M | +75.0% | -1.1% | +76.2% | +72.5% |
| YTD | +50.7% | -19.8% | +70.5% | +52.3% |
| 1Y | +18.7% | -34.3% | +53.0% | +28.3% |
| All | +18.7% | -34.2% | +52.8% | +28.3% |
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 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