+17.8%
HPQ vs TYL
+2.6%
+15.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.7% |
| 7D | -1.1% | +6.7% | -7.8% | -2.8% |
| 30D | -11.7% | +26.5% | -38.3% | -17.3% |
| 3M | +2.0% | +37.3% | -35.3% | -7.0% |
| 6M | +35.9% | +31.2% | +4.7% | +25.1% |
| YTD | +32.7% | -7.4% | +40.0% | +32.7% |
| 1Y | +14.3% | -9.6% | +23.9% | +15.1% |
| 3Y | +17.8% | +1.9% | +15.9% | +15.7% |
| All | +17.8% | +2.6% | +15.3% | +15.7% |
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