+448.1%
NFLX vs TYL
+169.5%
+278.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -0.3% | +4.3% | -4.6% | -2.5% |
| 30D | -10.0% | +28.0% | -38.0% | -21.7% |
| 3M | -17.1% | +32.3% | -49.4% | -29.4% |
| 6M | -27.7% | +29.9% | -57.6% | -38.8% |
| YTD | -32.5% | -7.1% | -25.4% | -32.0% |
| 1Y | -43.5% | -9.2% | -34.3% | -42.5% |
| 3Y | +41.4% | +0.7% | +40.7% | +27.9% |
| 5Y | -2.2% | -21.1% | +18.8% | +0.6% |
| 10Y | +448.1% | +180.8% | +267.3% | +173.7% |
| All | +448.1% | +169.5% | +278.6% | +173.7% |
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 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