+200.4%
B vs TYL
-8.1%
+208.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -2.1% |
| 7D | -1.6% | -3.7% | +2.1% | -1.5% |
| 30D | +9.4% | +18.7% | -9.3% | +9.0% |
| 3M | +5.0% | +18.1% | -13.2% | +4.4% |
| 6M | -3.5% | -1.1% | -2.4% | -2.6% |
| YTD | +4.5% | -19.8% | +24.3% | +7.0% |
| 1Y | +67.8% | -34.3% | +102.1% | +76.6% |
| All | +200.4% | -8.1% | +208.6% | +202.0% |
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