+2,586.3%
NDAQ vs TYL
+8,097.5%
-5,511.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | +1.2% | +15.1% | -13.9% | -3.9% |
| 30D | +15.8% | +30.1% | -14.3% | +5.0% |
| 3M | +13.4% | +40.4% | -27.0% | -0.4% |
| 6M | +20.9% | +31.3% | -10.4% | +8.1% |
| YTD | +11.1% | -5.2% | +16.3% | +10.7% |
| 1Y | +26.5% | -6.6% | +33.1% | +26.6% |
| 3Y | +121.5% | +3.4% | +118.1% | +111.0% |
| 5Y | +61.3% | -19.3% | +80.6% | +63.4% |
| 10Y | +480.0% | +178.1% | +301.9% | +268.3% |
| All | +2,586.3% | +8,097.5% | -5,511.2% | +501.1% |
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