+2,593.6%
NDAQ vs TYL
+7,910.7%
-5,317.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +20.9% | +31.2% | -10.2% | +8.2% |
| YTD | +11.4% | -7.4% | +18.8% | +11.9% |
| 1Y | +25.9% | -9.6% | +35.5% | +27.5% |
| 3Y | +119.9% | +1.9% | +118.0% | +110.5% |
| 5Y | +61.7% | -21.1% | +82.9% | +65.2% |
| 10Y | +481.6% | +171.8% | +309.8% | +272.4% |
| All | +2,593.6% | +7,910.7% | -5,317.1% | +507.7% |
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