+3,543.8%
PANW vs TYL
+933.9%
+2,609.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | +2.5% | -1.6% | +4.1% | +3.3% |
| 30D | -18.7% | +22.1% | -40.8% | -27.1% |
| 3M | -16.6% | +33.4% | -50.0% | -28.7% |
| 6M | +49.7% | +36.8% | +12.9% | +24.1% |
| YTD | +75.2% | -6.7% | +81.9% | +74.6% |
| 1Y | +53.6% | -9.2% | +62.8% | +55.2% |
| 3Y | +154.6% | +1.2% | +153.4% | +136.6% |
| 5Y | +275.8% | -23.0% | +298.8% | +295.2% |
| 10Y | +1,140.9% | +182.0% | +958.9% | +547.0% |
| All | +3,543.8% | +933.9% | +2,609.9% | +1,166.6% |
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 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