+33,471.1%
ORCL vs TYL
+12,593.6%
+20,877.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.6% |
| 7D | +5.3% | -3.7% | +8.9% | +5.7% |
| 30D | +10.0% | +18.7% | -8.8% | +7.4% |
| 3M | -32.6% | +18.1% | -50.7% | -34.4% |
| 6M | +4.9% | -1.1% | +6.1% | +4.5% |
| YTD | -17.8% | -19.8% | +2.1% | -16.1% |
| 1Y | -28.0% | -34.3% | +6.3% | -24.8% |
| 3Y | +36.0% | -8.2% | +44.2% | +35.7% |
| 5Y | +88.7% | -25.4% | +114.1% | +91.9% |
| 10Y | +346.9% | +115.6% | +231.3% | +298.6% |
| All | +33,471.1% | +12,593.6% | +20,877.5% | +18,093.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling