+689.2%
NFLX vs TYL
+115.8%
+573.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -3.1% |
| 7D | -4.2% | -3.7% | -0.6% | -2.2% |
| 30D | +5.5% | +18.7% | -13.3% | -4.2% |
| 3M | -4.1% | +18.1% | -22.2% | -13.6% |
| 6M | -20.7% | -1.1% | -19.6% | -21.9% |
| YTD | -16.5% | -19.8% | +3.3% | -8.4% |
| 1Y | -37.8% | -34.3% | -3.5% | -23.5% |
| 3Y | +77.9% | -8.2% | +86.1% | +67.9% |
| 5Y | +32.5% | -25.4% | +57.9% | +40.8% |
| All | +689.2% | +115.8% | +573.4% | +351.6% |
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