+36.2%
HPQ vs TYL
-25.2%
+61.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +3.6% |
| 7D | +6.9% | -3.7% | +10.6% | +8.3% |
| 30D | +14.4% | +18.7% | -4.3% | +7.4% |
| 3M | +25.6% | +18.1% | +7.5% | +17.5% |
| 6M | +75.0% | -1.1% | +76.2% | +73.7% |
| YTD | +50.7% | -19.8% | +70.5% | +60.2% |
| 1Y | +18.7% | -34.3% | +53.0% | +36.0% |
| 3Y | +21.5% | -8.2% | +29.7% | +18.5% |
| All | +36.2% | -25.2% | +61.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling