+1,527.5%
META vs TYL
+884.4%
+643.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.8% |
| 7D | +6.7% | -3.7% | +10.4% | +8.5% |
| 30D | +4.8% | +18.7% | -14.0% | -3.5% |
| 3M | -1.6% | +18.1% | -19.8% | -10.2% |
| 6M | -7.5% | -1.1% | -6.3% | -9.2% |
| YTD | -6.4% | -19.8% | +13.4% | -0.1% |
| 1Y | -17.3% | -34.3% | +17.0% | -2.9% |
| 3Y | +109.9% | -8.2% | +118.2% | +100.5% |
| 5Y | +65.4% | -25.4% | +90.8% | +74.2% |
| 10Y | +391.8% | +115.6% | +276.2% | +220.8% |
| All | +1,527.5% | +884.4% | +643.1% | +508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling