+50,186.6%
QCOM vs TYL
+12,561.9%
+37,624.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.7% |
| 7D | +3.3% | -3.7% | +7.0% | +3.9% |
| 30D | +7.7% | +18.7% | -11.0% | +4.7% |
| 3M | -30.1% | +18.1% | -48.2% | -32.4% |
| 6M | +22.8% | -1.1% | +24.0% | +21.7% |
| YTD | +0.2% | -19.8% | +20.0% | +2.3% |
| 1Y | +7.9% | -34.3% | +42.2% | +13.5% |
| 3Y | +55.8% | -8.2% | +64.1% | +54.7% |
| 5Y | +30.1% | -25.4% | +55.5% | +33.4% |
| 10Y | +248.9% | +115.6% | +133.3% | +207.6% |
| All | +50,186.6% | +12,561.9% | +37,624.7% | +29,262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling