+237.9%
INTU vs TYL
+169.5%
+68.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.1% |
| 7D | -1.2% | +4.3% | -5.6% | -4.0% |
| 30D | +12.4% | +28.0% | -15.5% | -5.0% |
| 3M | +2.3% | +32.3% | -30.1% | -15.6% |
| 6M | -13.3% | +29.9% | -43.2% | -27.6% |
| YTD | -47.9% | -7.1% | -40.8% | -46.1% |
| 1Y | -47.2% | -9.2% | -37.9% | -44.5% |
| 3Y | -33.9% | +0.7% | -34.6% | -38.5% |
| 5Y | -41.3% | -21.1% | -20.3% | -36.8% |
| 10Y | +237.9% | +180.8% | +57.1% | +83.4% |
| All | +237.9% | +169.5% | +68.3% | +83.4% |
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