+2,271.9%
D vs TYL
+12,593.6%
-10,321.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.2% |
| 7D | +0.4% | -3.7% | +4.1% | +0.6% |
| 30D | -3.6% | +18.7% | -22.3% | -4.4% |
| 3M | -1.0% | +18.1% | -19.1% | -1.9% |
| 6M | +6.3% | -1.1% | +7.4% | +6.1% |
| YTD | +14.7% | -19.8% | +34.5% | +15.5% |
| 1Y | +16.9% | -34.3% | +51.3% | +18.8% |
| 3Y | +56.8% | -8.2% | +65.0% | +56.5% |
| 5Y | +5.2% | -25.4% | +30.6% | +5.5% |
| 10Y | +35.9% | +115.6% | -79.7% | +30.0% |
| All | +2,271.9% | +12,593.6% | -10,321.7% | +1,842.4% |
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