+104.9%
TYL vs TECH
+178.6%
-73.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | +11.3% | +0.1% | +11.2% | +11.3% |
| 3M | +14.5% | +37.5% | -23.0% | +0.8% |
| 6M | -7.1% | +34.6% | -41.7% | -19.1% |
| YTD | -23.4% | +23.5% | -46.9% | -31.1% |
| 1Y | -38.6% | +34.4% | -73.0% | -47.1% |
| 3Y | -11.3% | +2.3% | -13.6% | -20.2% |
| 5Y | -28.0% | -41.7% | +13.8% | -16.4% |
| 10Y | +104.9% | +177.6% | -72.8% | +13.2% |
| All | +104.9% | +178.6% | -73.8% | +13.2% |
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