-21.1%
TYL vs TECH
-40.2%
+19.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +28.0% | +0.5% | +27.5% | +27.8% |
| 3M | +32.3% | +1.1% | +31.3% | +31.9% |
| 6M | +29.9% | +51.0% | -21.1% | +12.5% |
| YTD | -7.1% | +24.4% | -31.5% | -15.2% |
| 1Y | -9.2% | +27.4% | -36.7% | -18.0% |
| 3Y | +0.7% | +28.5% | -27.8% | -18.8% |
| 5Y | -21.1% | -40.9% | +19.8% | +5.8% |
| All | -21.1% | -40.2% | +19.1% | +5.8% |
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