+1,570.9%
QQQ vs TYL
+6,031.0%
-4,460.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | +0.4% | -3.7% | +4.0% | +1.0% |
| 30D | +0.2% | +18.7% | -18.5% | -3.1% |
| 3M | -2.8% | +18.1% | -21.0% | -6.5% |
| 6M | +18.0% | -1.1% | +19.1% | +16.9% |
| YTD | +17.3% | -19.8% | +37.1% | +20.3% |
| 1Y | +25.6% | -34.3% | +59.9% | +33.6% |
| 3Y | +93.7% | -8.2% | +102.0% | +92.0% |
| 5Y | +94.2% | -25.4% | +119.6% | +99.2% |
| 10Y | +557.9% | +115.6% | +442.3% | +465.0% |
| All | +1,570.9% | +6,031.0% | -4,460.1% | +783.2% |
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 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