+2,544.1%
HPQ vs TYL
+14,564.8%
-12,020.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.0% |
| 7D | -1.1% | +6.7% | -7.8% | -1.9% |
| 30D | -11.7% | +26.5% | -38.3% | -14.5% |
| 3M | +2.0% | +37.3% | -35.3% | -2.4% |
| 6M | +35.9% | +31.2% | +4.7% | +30.7% |
| YTD | +32.7% | -7.4% | +40.0% | +32.9% |
| 1Y | +14.3% | -9.6% | +23.9% | +14.8% |
| 3Y | +17.8% | +1.9% | +15.9% | +16.2% |
| 5Y | +7.6% | -21.1% | +28.7% | +8.8% |
| 10Y | +171.7% | +171.8% | -0.1% | +138.5% |
| All | +2,544.1% | +14,564.8% | -12,020.8% | +1,326.1% |
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