+109.4%
C vs TYL
-20.5%
+129.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.4% |
| 7D | -5.3% | +15.1% | -20.4% | -8.1% |
| 30D | -7.3% | +30.1% | -37.4% | -12.6% |
| 3M | -13.5% | +40.4% | -53.8% | -20.2% |
| 6M | -6.5% | +31.3% | -37.8% | -13.0% |
| YTD | +3.6% | -5.2% | +8.8% | +4.4% |
| 1Y | +18.9% | -6.6% | +25.5% | +20.2% |
| 3Y | +205.0% | +3.4% | +201.6% | +194.7% |
| 5Y | +109.4% | -19.3% | +128.6% | +99.2% |
| All | +109.4% | -20.5% | +129.9% | +99.2% |
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