+145.0%
ALL vs TYL
-21.3%
+166.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | -1.9% | +6.7% | -8.6% | -3.0% |
| 30D | +13.8% | +26.5% | -12.8% | +9.3% |
| 3M | -7.0% | +37.3% | -44.3% | -11.9% |
| 6M | +18.0% | +31.2% | -13.1% | +12.2% |
| YTD | +24.2% | -7.4% | +31.6% | +24.4% |
| 1Y | +31.2% | -9.6% | +40.7% | +31.8% |
| 3Y | +107.5% | +1.9% | +105.6% | +105.3% |
| All | +145.0% | -21.3% | +166.3% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling