+20.9%
NDAQ vs TYL
+31.6%
-10.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.1% |
| 7D | +1.2% | +15.1% | -13.9% | -2.9% |
| 30D | +15.8% | +30.1% | -14.3% | +7.4% |
| 3M | +13.4% | +40.4% | -27.0% | +2.3% |
| 6M | +20.9% | +31.3% | -10.4% | +10.2% |
| All | +20.9% | +31.6% | -10.7% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling