+275.4%
ORCL vs TYL
+183.3%
+92.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +10.4% | -1.6% | +12.0% | +10.9% |
| 30D | -11.2% | +22.1% | -33.3% | -17.1% |
| 3M | -16.8% | +33.4% | -50.1% | -24.9% |
| 6M | -31.5% | +36.8% | -68.3% | -39.4% |
| YTD | -33.9% | -6.7% | -27.2% | -33.9% |
| 1Y | -43.3% | -9.2% | -34.0% | -42.8% |
| 3Y | +16.5% | +1.2% | +15.3% | +10.3% |
| 5Y | +45.4% | -23.0% | +68.4% | +49.1% |
| All | +275.4% | +183.3% | +92.2% | +126.3% |
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 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