+69.8%
QQQ vs TYL
-21.3%
+91.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | -5.0% | +6.7% | -11.6% | -6.9% |
| 30D | -13.4% | +26.5% | -40.0% | -19.9% |
| 3M | -8.1% | +37.3% | -45.4% | -17.8% |
| 6M | -5.5% | +31.2% | -36.7% | -15.4% |
| YTD | +7.2% | -7.4% | +14.5% | +9.5% |
| 1Y | +7.8% | -9.6% | +17.3% | +11.1% |
| 3Y | +80.7% | +1.9% | +78.8% | +68.1% |
| All | +69.8% | -21.3% | +91.1% | +76.3% |
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