+93.9%
INTC vs TYL
-25.2%
+119.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.0% | +8.5% | +5.3% |
| 7D | +7.1% | -3.7% | +10.8% | +7.8% |
| 30D | -5.2% | +18.7% | -23.9% | -8.6% |
| 3M | -14.3% | +18.1% | -32.4% | -18.4% |
| 6M | +110.2% | -1.1% | +111.3% | +109.8% |
| YTD | +159.6% | -19.8% | +179.4% | +177.4% |
| 1Y | +289.3% | -34.3% | +323.6% | +349.3% |
| 3Y | +166.1% | -8.2% | +174.3% | +158.2% |
| All | +93.9% | -25.2% | +119.0% | +94.3% |
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 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