-28.0%
ORCL vs TYL
-34.2%
+6.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.3% |
| 7D | +5.3% | -3.7% | +8.9% | +5.4% |
| 30D | +10.0% | +18.7% | -8.8% | +9.0% |
| 3M | -32.6% | +18.1% | -50.7% | -33.2% |
| 6M | +4.9% | -1.1% | +6.1% | +5.2% |
| YTD | -17.8% | -19.8% | +2.1% | -21.9% |
| 1Y | -28.0% | -34.3% | +6.3% | -45.3% |
| All | -28.0% | -34.2% | +6.2% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling