-29.9%
COMP vs TYL
-25.2%
-4.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.6% | +4.0% |
| 7D | +1.4% | -3.7% | +5.0% | +4.6% |
| 30D | -13.3% | +18.7% | -32.1% | -26.0% |
| 3M | +41.1% | +18.1% | +23.0% | +18.0% |
| 6M | +17.2% | -1.1% | +18.3% | +13.0% |
| YTD | +5.2% | -19.8% | +25.0% | +22.9% |
| 1Y | +18.9% | -34.3% | +53.2% | +70.1% |
| 3Y | +215.9% | -8.2% | +224.1% | +176.7% |
| All | -29.9% | -25.2% | -4.7% | -26.2% |
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