+243.1%
INTU vs TYL
+168.7%
+74.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -2.2% |
| 7D | +0.1% | +6.7% | -6.5% | -4.2% |
| 30D | +15.4% | +26.5% | -11.1% | -1.8% |
| 3M | +6.6% | +37.3% | -30.7% | -14.2% |
| 6M | -11.3% | +31.2% | -42.5% | -26.3% |
| YTD | -47.7% | -7.4% | -40.4% | -45.8% |
| 1Y | -47.0% | -9.6% | -37.5% | -44.3% |
| 3Y | -29.9% | +1.9% | -31.8% | -35.4% |
| 5Y | -42.2% | -21.1% | -21.1% | -37.7% |
| All | +243.1% | +168.7% | +74.4% | +90.1% |
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