+1,050.7%
C vs TYL
+14,656.9%
-13,606.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.0% |
| 7D | +1.1% | +17.3% | -16.2% | -1.2% |
| 30D | -2.4% | +28.9% | -31.3% | -5.9% |
| 3M | -8.4% | +35.1% | -43.4% | -12.4% |
| 6M | +0.3% | +29.3% | -29.0% | -3.9% |
| YTD | +9.1% | -6.8% | +15.9% | +8.8% |
| 1Y | +26.0% | -9.9% | +35.9% | +26.2% |
| 3Y | +221.2% | +1.7% | +219.5% | +214.7% |
| 5Y | +120.4% | -21.6% | +142.0% | +121.4% |
| 10Y | +250.6% | +173.5% | +77.1% | +197.0% |
| All | +1,050.7% | +14,656.9% | -13,606.2% | +537.0% |
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