+2.3%
QCOM vs TYL
-10.1%
+12.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +5.9% |
| 7D | -5.3% | +17.3% | -22.6% | -3.3% |
| 30D | -4.2% | +28.9% | -33.1% | -1.0% |
| 3M | +7.0% | +35.1% | -28.0% | +11.1% |
| 6M | +3.8% | +29.3% | -25.5% | +9.3% |
| YTD | +2.8% | -6.8% | +9.6% | +9.0% |
| 1Y | +2.3% | -9.9% | +12.2% | +7.7% |
| All | +2.3% | -10.1% | +12.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling