+334.9%
COMP vs TYL
+5.0%
+329.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -8.9% |
| 7D | -1.8% | +15.1% | -16.9% | -7.7% |
| 30D | -0.8% | +30.1% | -30.8% | -11.3% |
| 3M | -28.1% | +40.4% | -68.5% | -38.1% |
| 6M | +27.0% | +31.3% | -4.3% | +11.1% |
| YTD | -12.8% | -5.2% | -7.6% | -9.5% |
| 1Y | +4.9% | -6.6% | +11.5% | +9.4% |
| All | +334.9% | +5.0% | +329.9% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling