+4.9%
COMP vs TYL
-8.4%
+13.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -8.7% |
| 7D | -1.8% | +15.1% | -16.9% | -5.7% |
| 30D | -0.8% | +30.1% | -30.8% | -7.5% |
| 3M | -28.1% | +40.4% | -68.5% | -34.4% |
| 6M | +27.0% | +31.3% | -4.3% | +16.8% |
| YTD | -12.8% | -5.2% | -7.6% | -13.2% |
| 1Y | +4.9% | -6.6% | +11.5% | +3.9% |
| All | +4.9% | -8.4% | +13.3% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling