+97.5%
REGN vs TYL
+101.5%
-4.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -5.6% | -7.5% | +1.9% | -3.9% |
| 30D | -2.0% | +6.0% | -7.9% | -3.4% |
| 3M | +28.0% | +13.9% | +14.0% | +23.6% |
| 6M | +1.2% | -3.3% | +4.5% | +0.9% |
| YTD | +1.6% | -25.8% | +27.5% | +7.6% |
| 1Y | +38.2% | -39.2% | +77.5% | +54.1% |
| 3Y | -5.4% | -13.2% | +7.8% | -7.0% |
| 5Y | +21.3% | -28.6% | +49.9% | +24.0% |
| All | +97.5% | +101.5% | -4.0% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling