+46.9%
PYPL vs TYL
+169.5%
-122.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | +1.0% | +4.3% | -3.3% | -1.7% |
| 30D | +5.9% | +28.0% | -22.1% | -9.9% |
| 3M | -0.2% | +32.3% | -32.6% | -17.8% |
| 6M | +30.3% | +29.9% | +0.4% | +6.8% |
| YTD | +1.6% | -7.1% | +8.7% | +2.9% |
| 1Y | -10.3% | -9.2% | -1.1% | -7.9% |
| 3Y | +8.5% | +0.7% | +7.8% | -1.9% |
| 5Y | -71.0% | -21.1% | -49.9% | -69.4% |
| 10Y | +46.9% | +180.8% | -133.9% | -23.8% |
| All | +46.9% | +169.5% | -122.6% | -23.8% |
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 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