+135.2%
B vs TYL
-20.5%
+155.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +4.3% | +15.1% | -10.8% | +3.0% |
| 30D | -0.9% | +30.1% | -31.0% | -3.5% |
| 3M | -1.4% | +40.4% | -41.7% | -4.8% |
| 6M | +5.0% | +31.3% | -26.3% | +1.7% |
| YTD | -5.8% | -5.2% | -0.6% | -4.6% |
| 1Y | +25.6% | -6.6% | +32.2% | +27.3% |
| 3Y | +161.6% | +3.4% | +158.2% | +156.9% |
| 5Y | +135.2% | -19.3% | +154.5% | +122.0% |
| All | +135.2% | -20.5% | +155.7% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling