+8.3%
DIS vs TYL
-10.1%
+18.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +3.3% |
| 7D | +9.1% | +17.3% | -8.2% | +6.1% |
| 30D | +14.8% | +28.9% | -14.1% | +10.0% |
| 3M | +21.2% | +35.1% | -13.9% | +14.9% |
| 6M | +18.3% | +29.3% | -11.0% | +12.9% |
| YTD | +5.4% | -6.8% | +12.1% | +5.9% |
| 1Y | +8.3% | -9.9% | +18.2% | +9.8% |
| All | +8.3% | -10.1% | +18.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling