+39.3%
QCOM vs TYL
+5.0%
+34.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.7% | -11.2% | -9.6% |
| 7D | -15.5% | +15.1% | -30.6% | -16.1% |
| 30D | -13.4% | +30.1% | -43.5% | -14.9% |
| 3M | 0.0% | +40.4% | -40.3% | -2.7% |
| 6M | -15.2% | +31.3% | -46.5% | -16.8% |
| YTD | -6.9% | -5.2% | -1.7% | -1.1% |
| 1Y | -11.0% | -6.6% | -4.4% | -5.1% |
| All | +39.3% | +5.0% | +34.3% | +46.0% |
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