-10.8%
DOW vs TYL
+78.7%
-89.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.0% |
| 7D | -2.4% | -3.7% | +1.3% | -1.5% |
| 30D | +0.4% | +18.7% | -18.4% | -4.0% |
| 3M | -14.4% | +18.1% | -32.5% | -18.5% |
| 6M | -7.0% | -1.1% | -5.9% | -7.6% |
| YTD | +30.2% | -19.8% | +50.0% | +36.6% |
| 1Y | +29.2% | -34.3% | +63.5% | +43.7% |
| 3Y | -36.7% | -8.2% | -28.5% | -37.3% |
| 5Y | -37.7% | -25.4% | -12.3% | -36.0% |
| All | -10.8% | +78.7% | -89.5% | -37.6% |
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