-54.2%
COMP vs TYL
+0.1%
-54.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +1.7% | -9.9% | -9.6% |
| 7D | -1.8% | +15.1% | -16.9% | -13.0% |
| 30D | -0.8% | +30.1% | -30.8% | -20.6% |
| 3M | -28.1% | +40.4% | -68.5% | -46.9% |
| 6M | +27.0% | +31.3% | -4.3% | -4.2% |
| YTD | -12.8% | -5.2% | -7.6% | -12.4% |
| 1Y | +4.9% | -6.6% | +11.5% | +6.1% |
| 3Y | +321.0% | +3.4% | +317.6% | +244.3% |
| 5Y | -25.6% | -19.3% | -6.3% | -29.8% |
| All | -54.2% | +0.1% | -54.3% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling