+117.0%
REGN vs TYL
+183.6%
-66.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +5.7% | +0.8% | +4.8% | +5.5% |
| 30D | +22.8% | +21.1% | +1.6% | +17.3% |
| 3M | +18.7% | +28.9% | -10.2% | +11.6% |
| 6M | +33.1% | +42.0% | -8.9% | +21.5% |
| YTD | +24.3% | -6.6% | +30.8% | +24.6% |
| 1Y | +38.2% | -9.1% | +47.3% | +39.5% |
| 3Y | +21.1% | +1.8% | +19.2% | +15.4% |
| 5Y | +52.8% | -22.9% | +75.7% | +57.4% |
| All | +117.0% | +183.6% | -66.6% | +40.3% |
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