+14,459.5%
TYL vs TECH
+101,626.4%
-87,167.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +22.1% | +0.5% | +21.6% | +22.0% |
| 3M | +33.4% | +1.0% | +32.4% | +33.1% |
| 6M | +36.8% | +54.1% | -17.3% | +23.3% |
| YTD | -6.7% | +24.4% | -31.1% | -12.5% |
| 1Y | -9.2% | +19.3% | -28.5% | -14.2% |
| 3Y | +1.2% | +28.5% | -27.4% | -9.0% |
| 5Y | -23.0% | -41.0% | +17.9% | -18.1% |
| 10Y | +182.0% | +189.3% | -7.3% | +116.9% |
| All | +14,459.5% | +101,626.4% | -87,167.0% | +5,923.8% |
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 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