+2,903.2%
HPQ vs TYL
+12,593.6%
-9,690.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.7% |
| 7D | +6.9% | -3.7% | +10.6% | +7.4% |
| 30D | +14.4% | +18.7% | -4.3% | +11.8% |
| 3M | +25.6% | +18.1% | +7.5% | +22.7% |
| 6M | +75.0% | -1.1% | +76.2% | +74.7% |
| YTD | +50.7% | -19.8% | +70.5% | +54.1% |
| 1Y | +18.7% | -34.3% | +53.0% | +24.4% |
| 3Y | +21.5% | -8.2% | +29.7% | +21.6% |
| 5Y | +31.6% | -25.4% | +57.0% | +34.3% |
| 10Y | +216.1% | +115.6% | +100.5% | +185.7% |
| All | +2,903.2% | +12,593.6% | -9,690.4% | +1,553.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling