+48.9%
QCOM vs TYL
+1.8%
+47.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | +5.5% | +4.3% | +1.2% | +5.3% |
| 30D | -1.1% | +28.0% | -29.1% | -2.7% |
| 3M | +7.6% | +32.3% | -24.7% | +5.2% |
| 6M | -20.1% | +29.9% | -50.0% | -21.6% |
| YTD | +3.0% | -7.1% | +10.1% | +9.6% |
| 1Y | +3.2% | -9.2% | +12.5% | +10.4% |
| 3Y | +48.9% | +0.7% | +48.2% | +58.0% |
| All | +48.9% | +1.8% | +47.1% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling