+29.8%
ORCL vs TYL
-20.5%
+50.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.3% |
| 7D | -17.5% | +15.1% | -32.6% | -20.4% |
| 30D | -20.2% | +30.1% | -50.2% | -25.7% |
| 3M | -19.9% | +40.4% | -60.3% | -27.5% |
| 6M | -37.4% | +31.3% | -68.7% | -42.7% |
| YTD | -40.1% | -5.2% | -34.9% | -39.6% |
| 1Y | -53.4% | -6.6% | -46.8% | -52.8% |
| 3Y | +10.4% | +3.4% | +7.0% | +5.4% |
| 5Y | +29.8% | -19.3% | +49.0% | +31.0% |
| All | +29.8% | -20.5% | +50.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling