+30.9%
QCOM vs TYL
-25.2%
+56.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.5% |
| 7D | +3.3% | -3.7% | +7.0% | +4.6% |
| 30D | +7.7% | +18.7% | -11.0% | +0.9% |
| 3M | -30.1% | +18.1% | -48.2% | -35.3% |
| 6M | +22.8% | -1.1% | +24.0% | +21.5% |
| YTD | +0.2% | -19.8% | +20.0% | +8.7% |
| 1Y | +7.9% | -34.3% | +42.2% | +29.2% |
| 3Y | +55.8% | -8.2% | +64.1% | +47.1% |
| All | +30.9% | -25.2% | +56.0% | +34.4% |
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