+216.5%
QCOM vs TYL
+168.7%
+47.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.4% |
| 7D | +0.4% | +6.7% | -6.3% | -2.3% |
| 30D | -6.6% | +26.5% | -33.2% | -15.7% |
| 3M | +3.7% | +37.3% | -33.6% | -10.5% |
| 6M | -13.3% | +31.2% | -44.5% | -25.7% |
| YTD | -1.8% | -7.4% | +5.6% | -1.9% |
| 1Y | -2.5% | -9.6% | +7.1% | -1.6% |
| 3Y | +47.0% | +1.9% | +45.1% | +33.6% |
| 5Y | +13.1% | -21.1% | +34.2% | +14.8% |
| All | +216.5% | +168.7% | +47.8% | +90.2% |
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 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