+51.4%
PYPL vs TYL
+182.6%
-131.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -0.6% |
| 7D | +2.7% | -3.7% | +6.4% | +5.0% |
| 30D | -4.9% | +18.7% | -23.6% | -14.8% |
| 3M | +28.9% | +18.1% | +10.7% | +14.6% |
| 6M | +18.2% | -1.1% | +19.4% | +16.5% |
| YTD | -5.0% | -19.8% | +14.8% | +5.8% |
| 1Y | -18.8% | -34.3% | +15.5% | +2.1% |
| 3Y | -12.6% | -8.2% | -4.4% | -15.2% |
| 5Y | -80.8% | -25.4% | -55.4% | -79.0% |
| 10Y | +49.9% | +115.6% | -65.7% | -4.4% |
| All | +51.4% | +182.6% | -131.2% | -13.2% |
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