+235.3%
INTU vs TYL
+174.6%
+60.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -3.9% | +3.5% | -7.5% | -6.2% |
| 30D | +11.7% | +26.9% | -15.2% | -5.1% |
| 3M | +4.5% | +33.8% | -29.4% | -14.4% |
| 6M | -13.9% | +28.8% | -42.7% | -27.6% |
| YTD | -48.2% | -7.9% | -40.3% | -46.1% |
| 1Y | -47.1% | -9.8% | -37.4% | -44.3% |
| 3Y | -32.5% | +1.2% | -33.7% | -37.4% |
| 5Y | -42.6% | -22.8% | -19.7% | -37.2% |
| 10Y | +235.3% | +168.8% | +66.5% | +86.1% |
| All | +235.3% | +174.6% | +60.7% | +86.1% |
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