+448.2%
NFLX vs TYL
+183.6%
+264.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.0% | +0.8% | -2.8% | -2.4% |
| 30D | -11.9% | +21.1% | -33.1% | -20.9% |
| 3M | -20.6% | +28.9% | -49.5% | -31.4% |
| 6M | -29.0% | +42.0% | -71.0% | -42.8% |
| YTD | -33.7% | -6.6% | -27.1% | -33.4% |
| 1Y | -46.2% | -9.1% | -37.1% | -45.2% |
| 3Y | +39.8% | +1.8% | +37.9% | +25.5% |
| 5Y | -9.0% | -22.9% | +14.0% | -4.9% |
| All | +448.2% | +183.6% | +264.6% | +172.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling