+157.4%
ALL vs TYL
-8.1%
+165.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.7% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -1.5% | +18.7% | -20.2% | -4.4% |
| 3M | +23.6% | +18.1% | +5.5% | +19.9% |
| 6M | +22.3% | -1.1% | +23.5% | +21.4% |
| YTD | +26.5% | -19.8% | +46.3% | +30.8% |
| 1Y | +27.0% | -34.3% | +61.3% | +37.0% |
| All | +157.4% | -8.1% | +165.5% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling