+19.6%
HPQ vs TYL
+1.3%
+18.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +3.2% | +0.8% | +2.3% | +2.9% |
| 30D | -3.6% | +21.1% | -24.7% | -8.6% |
| 3M | -5.3% | +28.9% | -34.2% | -12.1% |
| 6M | +41.1% | +42.0% | -0.9% | +27.5% |
| YTD | +36.9% | -6.6% | +43.4% | +36.6% |
| 1Y | +23.5% | -9.1% | +32.6% | +24.2% |
| 3Y | +19.6% | +1.8% | +17.7% | +17.7% |
| All | +19.6% | +1.3% | +18.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling