+130.7%
C vs TYL
-25.2%
+155.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.6% |
| 7D | +3.6% | -3.7% | +7.3% | +4.5% |
| 30D | +0.1% | +18.7% | -18.7% | -4.0% |
| 3M | +2.4% | +18.1% | -15.7% | -2.3% |
| 6M | +24.9% | -1.1% | +26.1% | +24.4% |
| YTD | +19.8% | -19.8% | +39.6% | +25.5% |
| 1Y | +44.9% | -34.3% | +79.2% | +60.6% |
| 3Y | +263.0% | -8.2% | +271.2% | +258.6% |
| All | +130.7% | -25.2% | +155.8% | +123.9% |
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