+224.5%
INTC vs TYL
+116.3%
+108.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.5% | +5.8% |
| 7D | +7.1% | -3.7% | +10.8% | +8.3% |
| 30D | -5.2% | +18.7% | -23.9% | -10.9% |
| 3M | -14.3% | +18.1% | -32.4% | -21.1% |
| 6M | +110.2% | -1.1% | +111.3% | +105.2% |
| YTD | +159.6% | -19.8% | +179.4% | +174.0% |
| 1Y | +289.3% | -34.3% | +323.6% | +347.8% |
| 3Y | +166.1% | -8.2% | +174.3% | +152.2% |
| 5Y | +94.4% | -25.4% | +119.8% | +98.1% |
| All | +224.5% | +116.3% | +108.2% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling