+1,480.5%
QQQ vs TYL
+6,943.0%
-5,462.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -0.3% | +3.5% | -3.8% | -1.0% |
| 30D | -9.6% | +26.9% | -36.5% | -13.8% |
| 3M | -5.9% | +33.8% | -39.8% | -11.5% |
| 6M | -4.3% | +28.8% | -33.1% | -10.0% |
| YTD | +11.0% | -7.9% | +18.8% | +10.4% |
| 1Y | +11.9% | -9.8% | +21.7% | +11.7% |
| 3Y | +86.7% | +1.2% | +85.5% | +81.0% |
| 5Y | +77.1% | -22.8% | +99.9% | +79.5% |
| 10Y | +517.9% | +168.8% | +349.1% | +408.5% |
| All | +1,480.5% | +6,943.0% | -5,462.5% | +710.2% |
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