+187.8%
TYL vs TECH
+187.9%
-0.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +21.1% | +0.5% | +20.6% | +20.9% |
| 3M | +28.9% | +1.1% | +27.8% | +28.4% |
| 6M | +42.0% | +62.8% | -20.8% | +16.9% |
| YTD | -6.6% | +24.5% | -31.0% | -16.2% |
| 1Y | -9.1% | +20.6% | -29.7% | -17.7% |
| 3Y | +1.8% | +29.5% | -27.6% | -18.3% |
| 5Y | -22.9% | -40.9% | +18.0% | -10.6% |
| All | +187.8% | +187.9% | -0.1% | +44.3% |
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