+206.6%
C vs TYL
+5.0%
+201.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.2% |
| 7D | -5.3% | +15.1% | -20.4% | -6.9% |
| 30D | -7.3% | +30.1% | -37.4% | -10.4% |
| 3M | -13.5% | +40.4% | -53.8% | -17.6% |
| 6M | -6.5% | +31.3% | -37.8% | -10.2% |
| YTD | +3.6% | -5.2% | +8.8% | +5.9% |
| 1Y | +18.9% | -6.6% | +25.5% | +21.9% |
| All | +206.6% | +5.0% | +201.6% | +224.1% |
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