+12,412.3%
TYL vs TECH
+101,053.8%
-88,641.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +18.7% | +0.7% | +18.0% | +18.6% |
| 3M | +18.1% | +36.3% | -18.2% | +9.6% |
| 6M | -1.1% | +25.6% | -26.7% | -7.5% |
| YTD | -19.8% | +23.7% | -43.5% | -24.7% |
| 1Y | -34.3% | +37.6% | -72.0% | -40.1% |
| 3Y | -8.2% | -6.6% | -1.6% | -11.5% |
| 5Y | -25.4% | -42.2% | +16.8% | -20.3% |
| 10Y | +115.6% | +187.6% | -72.0% | +65.9% |
| All | +12,412.3% | +101,053.8% | -88,641.5% | +5,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling