+63.2%
PYPL vs TYL
+226.5%
-163.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.8% |
| 7D | +3.9% | +6.7% | -2.7% | 0.0% |
| 30D | +7.8% | +26.5% | -18.7% | -6.8% |
| 3M | -0.7% | +37.3% | -37.9% | -19.1% |
| 6M | +28.8% | +31.2% | -2.4% | +6.1% |
| YTD | +2.4% | -7.4% | +9.7% | +3.7% |
| 1Y | -9.6% | -9.6% | 0.0% | -7.2% |
| 3Y | +9.7% | +1.9% | +7.8% | -0.4% |
| 5Y | -73.5% | -21.1% | -52.4% | -72.1% |
| 10Y | +46.5% | +171.8% | -125.3% | -17.7% |
| All | +63.2% | +226.5% | -163.3% | -15.0% |
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