-38.4%
INTU vs TYL
-25.2%
-13.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.6% | -0.6% |
| 7D | -7.1% | -3.7% | -3.4% | -4.7% |
| 30D | +1.5% | +18.7% | -17.3% | -10.0% |
| 3M | +10.7% | +18.1% | -7.5% | -2.3% |
| 6M | -23.8% | -1.1% | -22.7% | -23.4% |
| YTD | -49.3% | -19.8% | -29.5% | -41.7% |
| 1Y | -49.7% | -34.3% | -15.3% | -33.8% |
| 3Y | -38.0% | -8.2% | -29.8% | -40.5% |
| All | -38.4% | -25.2% | -13.3% | -32.2% |
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