+3,716.0%
ALL vs TYL
+7,367.3%
-3,651.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -1.5% | +18.7% | -20.2% | -3.2% |
| 3M | +23.6% | +18.1% | +5.5% | +21.5% |
| 6M | +22.3% | -1.1% | +23.5% | +22.1% |
| YTD | +26.5% | -19.8% | +46.3% | +28.5% |
| 1Y | +27.0% | -34.3% | +61.3% | +31.4% |
| 3Y | +149.6% | -8.2% | +157.8% | +149.1% |
| 5Y | +118.1% | -25.4% | +143.5% | +119.9% |
| 10Y | +369.0% | +115.6% | +253.4% | +327.5% |
| All | +3,716.0% | +7,367.3% | -3,651.3% | +2,563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling