+2,327.9%
NDAQ vs TYL
+6,833.9%
-4,506.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.2% | -0.4% |
| 7D | -2.4% | -3.7% | +1.2% | -1.1% |
| 30D | +2.5% | +18.7% | -16.3% | -4.0% |
| 3M | +9.9% | +18.1% | -8.2% | +2.8% |
| 6M | +9.4% | -1.1% | +10.6% | +8.7% |
| YTD | +0.4% | -19.8% | +20.2% | +6.7% |
| 1Y | +4.0% | -34.3% | +38.4% | +18.7% |
| 3Y | +94.4% | -8.2% | +102.6% | +93.7% |
| 5Y | +56.7% | -25.4% | +82.1% | +64.0% |
| 10Y | +375.3% | +115.6% | +259.7% | +231.7% |
| All | +2,327.9% | +6,833.9% | -4,506.0% | +479.7% |
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