+62.6%
NDAQ vs TYL
-21.3%
+83.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | +0.8% | +6.7% | -5.8% | -1.5% |
| 30D | +16.5% | +26.5% | -10.0% | +6.7% |
| 3M | +13.5% | +37.3% | -23.8% | +0.4% |
| 6M | +20.9% | +31.2% | -10.2% | +8.1% |
| YTD | +11.4% | -7.4% | +18.8% | +12.5% |
| 1Y | +25.9% | -9.6% | +35.5% | +28.2% |
| 3Y | +119.9% | +1.9% | +118.0% | +111.4% |
| All | +62.6% | -21.3% | +83.9% | +70.6% |
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