-45.2%
INFY vs TYL
-29.1%
-16.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -8.7% | -8.6% | -0.1% | -5.4% |
| 30D | -13.0% | +7.5% | -20.5% | -15.5% |
| 3M | -8.8% | +10.9% | -19.7% | -12.4% |
| 6M | -22.6% | -6.7% | -15.8% | -21.1% |
| YTD | -37.3% | -24.5% | -12.8% | -32.0% |
| 1Y | -33.4% | -38.6% | +5.3% | -22.8% |
| 3Y | -32.3% | -12.6% | -19.7% | -31.7% |
| 5Y | -45.2% | -28.2% | -17.0% | -42.6% |
| All | -45.2% | -29.1% | -16.1% | -42.6% |
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