+166.1%
B vs TYL
+2.6%
+163.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +9.6% | +6.7% | +2.9% | +9.5% |
| 30D | +3.5% | +26.5% | -23.0% | +3.1% |
| 3M | -1.6% | +37.3% | -38.9% | -2.1% |
| 6M | -1.7% | +31.2% | -32.8% | -2.2% |
| YTD | -5.3% | -7.4% | +2.0% | -2.7% |
| 1Y | +27.2% | -9.6% | +36.8% | +31.0% |
| 3Y | +166.1% | +1.9% | +164.2% | +157.8% |
| All | +166.1% | +2.6% | +163.5% | +157.8% |
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 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