+409.0%
NFLX vs TYL
+168.7%
+240.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.0% |
| 7D | +2.1% | +6.7% | -4.5% | -1.4% |
| 30D | -9.0% | +26.5% | -35.6% | -20.3% |
| 3M | -14.0% | +37.3% | -51.2% | -28.3% |
| 6M | -28.2% | +31.2% | -59.3% | -39.6% |
| YTD | -32.4% | -7.4% | -25.0% | -31.8% |
| 1Y | -42.2% | -9.6% | -32.6% | -41.1% |
| 3Y | +45.9% | +1.9% | +44.0% | +30.7% |
| 5Y | -1.8% | -21.1% | +19.3% | +1.1% |
| All | +409.0% | +168.7% | +240.3% | +154.2% |
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