-50.4%
COMP vs TYL
-1.9%
-48.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -8.1% |
| 7D | +7.2% | +4.3% | +2.9% | +3.1% |
| 30D | +6.4% | +28.0% | -21.6% | -14.0% |
| 3M | -19.4% | +32.3% | -51.8% | -37.5% |
| 6M | +14.6% | +29.9% | -15.3% | -12.5% |
| YTD | -5.5% | -7.1% | +1.6% | -3.8% |
| 1Y | +13.7% | -9.2% | +22.9% | +17.6% |
| 3Y | +409.7% | +0.7% | +409.0% | +325.3% |
| 5Y | -17.0% | -21.1% | +4.0% | -20.6% |
| All | -50.4% | -1.9% | -48.5% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling