+29.4%
B vs TYL
-10.1%
+39.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +8.7% |
| 7D | +1.1% | +17.3% | -16.2% | +2.8% |
| 30D | +0.3% | +28.9% | -28.6% | +2.8% |
| 3M | +5.4% | +35.1% | -29.6% | +8.8% |
| 6M | +5.5% | +29.3% | -23.8% | +9.0% |
| YTD | -6.3% | -6.8% | +0.4% | -7.6% |
| 1Y | +29.4% | -9.9% | +39.3% | +25.2% |
| All | +29.4% | -10.1% | +39.4% | +25.2% |
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