+93.9%
QQQ vs TYL
-25.2%
+119.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.5% |
| 7D | +0.4% | -3.7% | +4.0% | +1.5% |
| 30D | +0.2% | +18.7% | -18.5% | -5.6% |
| 3M | -2.8% | +18.1% | -21.0% | -9.4% |
| 6M | +18.0% | -1.1% | +19.1% | +17.0% |
| YTD | +17.3% | -19.8% | +37.1% | +26.2% |
| 1Y | +25.6% | -34.3% | +59.9% | +47.7% |
| 3Y | +93.7% | -8.2% | +102.0% | +84.9% |
| All | +93.9% | -25.2% | +119.1% | +97.2% |
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