+168.8%
TYL vs TECH
+204.1%
-35.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +26.9% | +0.5% | +26.4% | +26.7% |
| 3M | +33.8% | +0.9% | +33.0% | +33.4% |
| 6M | +28.8% | +51.0% | -22.2% | +9.1% |
| YTD | -7.9% | +24.4% | -32.3% | -17.4% |
| 1Y | -9.8% | +27.6% | -37.3% | -20.1% |
| 3Y | +1.2% | +29.9% | -28.7% | -19.0% |
| 5Y | -22.8% | -40.6% | +17.8% | -10.7% |
| 10Y | +168.8% | +196.7% | -27.9% | +36.9% |
| All | +168.8% | +204.1% | -35.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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