-21.9%
COMP vs TYL
-22.4%
+0.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.7% | +3.0% | +3.7% |
| 7D | +9.5% | +17.3% | -7.8% | -4.7% |
| 30D | +8.1% | +28.9% | -20.8% | -13.3% |
| 3M | -16.3% | +35.1% | -51.4% | -36.5% |
| 6M | +42.2% | +29.3% | +12.9% | +8.0% |
| YTD | -5.0% | -6.8% | +1.8% | -3.0% |
| 1Y | +20.1% | -9.9% | +30.0% | +26.2% |
| 3Y | +358.4% | +1.7% | +356.8% | +274.4% |
| 5Y | -21.9% | -21.6% | -0.4% | -22.4% |
| All | -21.9% | -22.4% | +0.5% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling