-22.4%
TYL vs TECH
-40.1%
+17.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +26.5% | +0.3% | +26.2% | +26.4% |
| 3M | +37.3% | +1.3% | +36.0% | +36.7% |
| 6M | +31.2% | +54.0% | -22.8% | +12.8% |
| YTD | -7.4% | +24.3% | -31.6% | -15.4% |
| 1Y | -9.6% | +25.8% | -35.4% | -18.0% |
| 3Y | +1.9% | +26.0% | -24.1% | -16.9% |
| All | -22.4% | -40.1% | +17.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling