+246.0%
ORCL vs TYL
+169.5%
+76.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -6.5% | +4.3% | -10.8% | -7.8% |
| 30D | -16.6% | +28.0% | -44.5% | -23.2% |
| 3M | -21.6% | +32.3% | -53.9% | -29.2% |
| 6M | -39.4% | +29.9% | -69.3% | -45.5% |
| YTD | -38.7% | -7.1% | -31.5% | -38.6% |
| 1Y | -50.4% | -9.2% | -41.1% | -49.9% |
| 3Y | +8.1% | +0.7% | +7.4% | +2.5% |
| 5Y | +34.5% | -21.1% | +55.6% | +36.5% |
| 10Y | +246.0% | +180.8% | +65.2% | +111.6% |
| All | +246.0% | +169.5% | +76.5% | +111.6% |
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