+66.2%
NDAQ vs TYL
-23.0%
+89.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.3% | +0.8% | +0.4% | +1.0% |
| 30D | +18.0% | +21.1% | -3.2% | +9.8% |
| 3M | +11.5% | +28.9% | -17.4% | +1.0% |
| 6M | +21.1% | +42.0% | -20.9% | +5.2% |
| YTD | +12.8% | -6.6% | +19.4% | +13.6% |
| 1Y | +25.7% | -9.1% | +34.8% | +27.8% |
| 3Y | +116.8% | +1.8% | +115.0% | +108.6% |
| All | +66.2% | -23.0% | +89.2% | +75.9% |
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