+47.2%
PYPL vs TYL
+174.6%
-127.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.7% |
| 7D | +2.2% | +3.5% | -1.4% | -0.1% |
| 30D | +8.1% | +26.9% | -18.8% | -7.5% |
| 3M | +1.9% | +33.8% | -31.9% | -16.7% |
| 6M | +33.1% | +28.8% | +4.3% | +9.7% |
| YTD | +3.8% | -7.9% | +11.6% | +5.7% |
| 1Y | -8.3% | -9.8% | +1.5% | -5.5% |
| 3Y | +11.9% | +1.2% | +10.7% | +0.7% |
| 5Y | -70.4% | -22.8% | -47.6% | -68.4% |
| 10Y | +47.2% | +168.8% | -121.6% | -22.1% |
| All | +47.2% | +174.6% | -127.4% | -22.1% |
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