+198.9%
HPQ vs TYL
+106.7%
+92.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.5% | -0.1% | -2.7% |
| 7D | -0.5% | -7.6% | +7.1% | +2.6% |
| 30D | +3.7% | +11.3% | -7.6% | -0.9% |
| 3M | +24.3% | +14.5% | +9.8% | +16.7% |
| 6M | +64.8% | -7.1% | +71.9% | +67.6% |
| YTD | +43.9% | -23.4% | +67.3% | +56.8% |
| 1Y | +11.7% | -38.6% | +50.2% | +33.2% |
| 3Y | +19.7% | -11.3% | +31.0% | +18.3% |
| 5Y | +32.2% | -28.0% | +60.2% | +38.7% |
| 10Y | +198.9% | +104.9% | +94.1% | +103.5% |
| All | +198.9% | +106.7% | +92.3% | +103.5% |
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