+49,750.0%
TSCO vs TYL
+6,096.3%
+43,653.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.6% |
| 7D | +0.8% | -3.7% | +4.5% | +1.2% |
| 30D | +5.5% | +18.7% | -13.3% | +3.5% |
| 3M | +20.0% | +18.1% | +1.8% | +17.6% |
| 6M | -29.8% | -1.1% | -28.7% | -29.9% |
| YTD | -28.7% | -19.8% | -8.9% | -27.5% |
| 1Y | -40.9% | -34.3% | -6.6% | -38.7% |
| 3Y | -15.9% | -8.2% | -7.7% | -16.0% |
| 5Y | -3.5% | -25.4% | +22.0% | -2.1% |
| 10Y | +142.2% | +115.6% | +26.6% | +122.4% |
| All | +49,750.0% | +6,096.3% | +43,653.8% | +32,194.0% |
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