+154.8%
HPQ vs TYL
+174.6%
-19.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -0.6% | +3.5% | -4.2% | -1.9% |
| 30D | -6.5% | +26.9% | -33.4% | -15.1% |
| 3M | -5.1% | +33.8% | -38.9% | -16.2% |
| 6M | +27.3% | +28.8% | -1.5% | +13.6% |
| YTD | +31.7% | -7.9% | +39.6% | +32.6% |
| 1Y | +13.0% | -9.8% | +22.7% | +14.6% |
| 3Y | +18.3% | +1.2% | +17.1% | +11.1% |
| 5Y | +7.4% | -22.8% | +30.2% | +10.1% |
| 10Y | +154.8% | +168.8% | -14.0% | +50.2% |
| All | +154.8% | +174.6% | -19.8% | +50.2% |
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 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