+242.8%
QCOM vs TYL
+169.5%
+73.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +5.5% | +4.3% | +1.2% | +3.7% |
| 30D | -1.1% | +28.0% | -29.1% | -11.2% |
| 3M | +7.6% | +32.3% | -24.7% | -5.6% |
| 6M | -20.1% | +29.9% | -50.0% | -31.1% |
| YTD | +3.0% | -7.1% | +10.1% | +2.9% |
| 1Y | +3.2% | -9.2% | +12.5% | +4.0% |
| 3Y | +48.9% | +0.7% | +48.2% | +36.3% |
| 5Y | +21.1% | -21.1% | +42.1% | +22.9% |
| 10Y | +242.8% | +180.8% | +62.0% | +102.3% |
| All | +242.8% | +169.5% | +73.2% | +102.3% |
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