+26,157.2%
ORCL vs TYL
+14,656.9%
+11,500.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -2.5% |
| 7D | -14.4% | +17.3% | -31.7% | -16.3% |
| 30D | -12.8% | +28.9% | -41.7% | -15.9% |
| 3M | -14.8% | +35.1% | -49.9% | -18.4% |
| 6M | -30.9% | +29.3% | -60.2% | -33.8% |
| YTD | -35.7% | -6.8% | -28.9% | -35.9% |
| 1Y | -49.5% | -9.9% | -39.6% | -49.5% |
| 3Y | +18.6% | +1.7% | +17.0% | +16.3% |
| 5Y | +38.4% | -21.6% | +60.0% | +39.2% |
| 10Y | +275.2% | +173.5% | +101.7% | +223.7% |
| All | +26,157.2% | +14,656.9% | +11,500.3% | +13,799.4% |
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