+1,163.5%
C vs TYL
+12,593.6%
-11,430.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | +3.6% | -3.7% | +7.3% | +4.2% |
| 30D | +0.1% | +18.7% | -18.7% | -2.4% |
| 3M | +2.4% | +18.1% | -15.7% | -0.4% |
| 6M | +24.9% | -1.1% | +26.1% | +24.3% |
| YTD | +19.8% | -19.8% | +39.6% | +22.3% |
| 1Y | +44.9% | -34.3% | +79.2% | +51.8% |
| 3Y | +263.0% | -8.2% | +271.2% | +261.5% |
| 5Y | +129.5% | -25.4% | +154.9% | +132.8% |
| 10Y | +291.6% | +115.6% | +176.0% | +243.2% |
| All | +1,163.5% | +12,593.6% | -11,430.1% | +616.0% |
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