-41.1%
TSCO vs TYL
-39.5%
-1.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.5% |
| 7D | -2.5% | -8.6% | +6.1% | -1.3% |
| 30D | -1.1% | +7.5% | -8.7% | -2.3% |
| 3M | +14.3% | +10.9% | +3.3% | +12.0% |
| 6M | -31.9% | -6.7% | -25.2% | -32.0% |
| YTD | -30.7% | -24.5% | -6.2% | -26.0% |
| 1Y | -41.1% | -38.6% | -2.4% | -33.2% |
| All | -41.1% | -39.5% | -1.6% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling