+26.9%
ALL vs TYL
-8.8%
+35.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.9% | +3.5% | -7.4% | -4.4% |
| 30D | +10.6% | +26.9% | -16.3% | +6.9% |
| 3M | -4.6% | +33.8% | -38.4% | -8.3% |
| 6M | +20.2% | +28.8% | -8.6% | +15.0% |
| YTD | +23.7% | -7.9% | +31.6% | +21.3% |
| All | +26.9% | -8.8% | +35.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling