+7.2%
QCOM vs TYL
-20.5%
+27.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.7% | -11.2% | -10.0% |
| 7D | -15.5% | +15.1% | -30.6% | -19.5% |
| 30D | -13.4% | +30.1% | -43.5% | -21.2% |
| 3M | 0.0% | +40.4% | -40.3% | -12.2% |
| 6M | -15.2% | +31.3% | -46.5% | -25.2% |
| YTD | -6.9% | -5.2% | -1.7% | -5.3% |
| 1Y | -11.0% | -6.6% | -4.4% | -8.9% |
| 3Y | +39.8% | +3.4% | +36.4% | +27.7% |
| 5Y | +7.2% | -19.3% | +26.5% | +12.5% |
| All | +7.2% | -20.5% | +27.7% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling