+62.1%
D vs TYL
-8.1%
+70.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 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% | +1.7% |
| 30D | -2.6% | +18.7% | -21.3% | -3.7% |
| 3M | 0.0% | +18.1% | -18.1% | -1.2% |
| 6M | +7.4% | -1.1% | +8.5% | +7.4% |
| YTD | +15.9% | -19.8% | +35.7% | +19.0% |
| 1Y | +18.1% | -34.3% | +52.4% | +25.3% |
| All | +62.1% | -8.1% | +70.2% | +56.2% |
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 2023-09-04 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling