+538.0%
QQQ vs TYL
+185.3%
+352.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | -0.2% | +0.5% | -0.8% | -0.5% |
| 30D | -7.5% | +25.2% | -32.6% | -15.7% |
| 3M | -3.8% | +31.8% | -35.6% | -14.8% |
| 6M | -3.0% | +36.3% | -39.3% | -16.9% |
| YTD | +12.8% | -6.3% | +19.0% | +12.3% |
| 1Y | +11.6% | -9.5% | +21.1% | +12.8% |
| 3Y | +85.6% | +1.6% | +83.9% | +70.7% |
| 5Y | +82.1% | -21.8% | +103.9% | +86.0% |
| 10Y | +538.0% | +183.3% | +354.7% | +267.9% |
| All | +538.0% | +185.3% | +352.7% | +267.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling