+2,412.8%
D vs TYL
+14,656.9%
-12,244.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.2% | +4.2% |
| 7D | +8.5% | +17.3% | -8.8% | +7.7% |
| 30D | +14.3% | +28.9% | -14.6% | +12.9% |
| 3M | +1.8% | +35.1% | -33.3% | +0.3% |
| 6M | +13.0% | +29.3% | -16.3% | +11.4% |
| YTD | +22.7% | -6.8% | +29.5% | +22.7% |
| 1Y | +22.6% | -9.9% | +32.5% | +22.7% |
| 3Y | +84.2% | +1.7% | +82.5% | +82.9% |
| 5Y | +15.8% | -21.6% | +37.4% | +15.7% |
| 10Y | +45.8% | +173.5% | -127.7% | +38.0% |
| All | +2,412.8% | +14,656.9% | -12,244.1% | +1,942.1% |
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 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