-25.6%
COMP vs TYL
-20.5%
-5.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -9.6% |
| 7D | -1.8% | +15.1% | -16.9% | -13.2% |
| 30D | -0.8% | +30.1% | -30.8% | -21.0% |
| 3M | -28.1% | +40.4% | -68.5% | -47.3% |
| 6M | +27.0% | +31.3% | -4.3% | -4.9% |
| YTD | -12.8% | -5.2% | -7.6% | -12.3% |
| 1Y | +4.9% | -6.6% | +11.5% | +6.4% |
| 3Y | +321.0% | +3.4% | +317.6% | +238.6% |
| 5Y | -25.6% | -19.3% | -6.3% | -27.6% |
| All | -25.6% | -20.5% | -5.1% | -27.6% |
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