+2,524.3%
INFY vs TYL
+6,096.3%
-3,572.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.1% |
| 30D | -6.2% | +18.7% | -25.0% | -9.8% |
| 3M | -4.9% | +18.1% | -23.0% | -8.4% |
| 6M | -16.6% | -1.1% | -15.5% | -16.4% |
| YTD | -32.9% | -19.8% | -13.1% | -29.8% |
| 1Y | -26.9% | -34.3% | +7.5% | -20.3% |
| 3Y | -26.6% | -8.2% | -18.4% | -26.2% |
| 5Y | -44.1% | -25.4% | -18.6% | -42.0% |
| 10Y | +90.0% | +115.6% | -25.6% | +56.8% |
| All | +2,524.3% | +6,096.3% | -3,572.0% | +1,025.3% |
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