+62.2%
PANW vs TYL
-10.1%
+72.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.7% |
| 7D | -11.8% | +17.3% | -29.0% | -15.2% |
| 30D | -14.4% | +28.9% | -43.3% | -20.1% |
| 3M | -5.0% | +35.1% | -40.1% | -12.2% |
| 6M | +88.6% | +29.3% | +59.3% | +75.7% |
| YTD | +88.9% | -6.8% | +95.7% | +100.1% |
| 1Y | +62.2% | -9.9% | +72.1% | +73.3% |
| All | +62.2% | -10.1% | +72.3% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling