-2.5%
QCOM vs TYL
-9.6%
+7.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +5.2% |
| 7D | +0.4% | +6.7% | -6.3% | +1.2% |
| 30D | -6.6% | +26.5% | -33.2% | -3.9% |
| 3M | +3.7% | +37.3% | -33.6% | +7.6% |
| 6M | -13.3% | +31.2% | -44.5% | -9.2% |
| YTD | -1.8% | -7.4% | +5.6% | +5.9% |
| 1Y | -2.5% | -9.6% | +7.1% | +5.1% |
| All | -2.5% | -9.6% | +7.0% | +5.1% |
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