+5.4%
B vs TYL
-8.8%
+14.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -7.3% | +0.8% | -8.2% | -7.2% |
| 30D | -3.3% | +21.1% | -24.5% | -1.6% |
| 3M | -7.8% | +28.9% | -36.7% | -5.3% |
| 6M | -15.5% | +42.0% | -57.6% | -12.6% |
| YTD | -12.3% | -6.6% | -5.7% | -13.4% |
| 1Y | +5.4% | -9.1% | +14.4% | +2.5% |
| All | +5.4% | -8.8% | +14.2% | +2.5% |
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 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