+208.1%
C vs TYL
+2.6%
+205.5%
-31.3%
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% | +0.8% |
| 7D | -2.4% | +6.7% | -9.1% | -3.2% |
| 30D | -6.0% | +26.5% | -32.5% | -8.8% |
| 3M | -10.5% | +37.3% | -47.8% | -14.6% |
| 6M | -5.7% | +31.2% | -36.9% | -9.6% |
| YTD | +4.1% | -7.4% | +11.5% | +6.7% |
| 1Y | +20.5% | -9.6% | +30.0% | +24.1% |
| 3Y | +208.1% | +1.9% | +206.2% | +226.6% |
| All | +208.1% | +2.6% | +205.5% | +226.6% |
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