+81.9%
META vs TYL
-21.3%
+103.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.8% |
| 7D | -0.8% | +6.7% | -7.4% | -3.7% |
| 30D | -15.4% | +26.5% | -42.0% | -24.4% |
| 3M | +3.5% | +37.3% | -33.8% | -11.8% |
| 6M | -0.3% | +31.2% | -31.4% | -14.8% |
| YTD | -7.3% | -7.4% | 0.0% | -5.7% |
| 1Y | -1.1% | -9.6% | +8.5% | +2.0% |
| 3Y | +95.1% | +1.9% | +93.2% | +72.5% |
| All | +81.9% | -21.3% | +103.2% | +87.2% |
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