-19.4%
INFY vs TYL
+1.3%
-20.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | +7.1% | +21.1% | -14.1% | -1.9% |
| 3M | -1.0% | +28.9% | -29.9% | -11.7% |
| 6M | +5.9% | +42.0% | -36.2% | -9.3% |
| YTD | -29.5% | -6.6% | -23.0% | -31.7% |
| 1Y | -26.0% | -9.1% | -16.9% | -27.7% |
| 3Y | -19.4% | +1.8% | -21.3% | -23.9% |
| All | -19.4% | +1.3% | -20.8% | -23.9% |
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