+34.5%
D vs TYL
+116.1%
-81.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | +1.5% | -3.7% | +5.1% | +2.1% |
| 30D | -2.6% | +18.7% | -21.3% | -5.5% |
| 3M | 0.0% | +18.1% | -18.1% | -3.2% |
| 6M | +7.4% | -1.1% | +8.5% | +6.9% |
| YTD | +15.9% | -19.8% | +35.7% | +19.4% |
| 1Y | +18.1% | -34.3% | +52.4% | +26.6% |
| 3Y | +58.4% | -8.2% | +66.6% | +55.8% |
| 5Y | +5.2% | -25.4% | +30.6% | +5.7% |
| All | +34.5% | +116.1% | -81.6% | +14.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling