+710.4%
B vs TYL
+14,656.9%
-13,946.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.6% | +8.2% |
| 7D | +1.1% | +17.3% | -16.2% | +0.6% |
| 30D | +0.3% | +28.9% | -28.6% | -0.4% |
| 3M | +5.4% | +35.1% | -29.6% | +4.4% |
| 6M | +5.5% | +29.3% | -23.8% | +4.5% |
| YTD | -6.3% | -6.8% | +0.4% | -6.4% |
| 1Y | +29.4% | -9.9% | +39.3% | +29.4% |
| 3Y | +160.3% | +1.7% | +158.6% | +159.1% |
| 5Y | +144.6% | -21.6% | +166.2% | +144.4% |
| 10Y | +169.3% | +173.5% | -4.2% | +160.8% |
| All | +710.4% | +14,656.9% | -13,946.5% | +665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling