-4.9%
DOW vs TYL
+106.4%
-111.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.3% |
| 7D | -9.5% | +6.7% | -16.2% | -11.0% |
| 30D | +13.1% | +26.5% | -13.5% | +6.5% |
| 3M | +4.8% | +37.3% | -32.5% | -3.6% |
| 6M | -16.7% | +31.2% | -47.8% | -23.1% |
| YTD | +38.9% | -7.4% | +46.2% | +40.0% |
| 1Y | +48.3% | -9.6% | +57.8% | +50.6% |
| 3Y | -24.4% | +1.9% | -26.3% | -26.9% |
| 5Y | -29.2% | -21.1% | -8.1% | -27.5% |
| All | -4.9% | +106.4% | -111.3% | -36.0% |
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