+1,426.4%
QQQ vs TYL
+6,983.1%
-5,556.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.8% |
| 7D | -5.0% | +6.7% | -11.6% | -6.2% |
| 30D | -13.4% | +26.5% | -40.0% | -17.4% |
| 3M | -8.1% | +37.3% | -45.4% | -13.9% |
| 6M | -5.5% | +31.2% | -36.7% | -11.5% |
| YTD | +7.2% | -7.4% | +14.5% | +6.5% |
| 1Y | +7.8% | -9.6% | +17.3% | +7.5% |
| 3Y | +80.7% | +1.9% | +78.8% | +75.0% |
| 5Y | +69.6% | -21.1% | +90.7% | +71.2% |
| 10Y | +517.8% | +171.8% | +346.0% | +407.4% |
| All | +1,426.4% | +6,983.1% | -5,556.7% | +681.7% |
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