+15.4%
TSLA vs TYL
-22.1%
+37.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.9% |
| 7D | +15.6% | -1.6% | +17.2% | +16.5% |
| 30D | +5.9% | +22.1% | -16.2% | -5.3% |
| 3M | +21.4% | +33.4% | -12.0% | +2.5% |
| 6M | -8.3% | +36.8% | -45.1% | -26.4% |
| YTD | -11.6% | -6.7% | -4.9% | -10.3% |
| 1Y | -7.7% | -9.2% | +1.5% | -4.8% |
| 3Y | +85.2% | +1.2% | +84.0% | +68.0% |
| 5Y | +15.4% | -23.0% | +38.4% | +32.1% |
| All | +15.4% | -22.1% | +37.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling