+50.1%
PYPL vs TYL
+185.3%
-135.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | +6.1% | +25.2% | -19.1% | -8.4% |
| 3M | +1.1% | +31.8% | -30.7% | -16.5% |
| 6M | +32.7% | +36.3% | -3.5% | +5.5% |
| YTD | +2.8% | -6.3% | +9.0% | +3.5% |
| 1Y | -10.8% | -9.5% | -1.3% | -8.1% |
| 3Y | +9.8% | +1.6% | +8.2% | -1.3% |
| 5Y | -70.2% | -21.8% | -48.5% | -68.4% |
| 10Y | +50.1% | +183.3% | -133.2% | -22.7% |
| All | +50.1% | +185.3% | -135.2% | -22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling