+3.4%
EXC vs TYL
-10.1%
+13.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.7% |
| 7D | +3.3% | +17.3% | -14.0% | +3.5% |
| 30D | +13.3% | +28.9% | -15.6% | +14.0% |
| 3M | +1.8% | +35.1% | -33.2% | +2.8% |
| 6M | +1.1% | +29.3% | -28.2% | +1.5% |
| YTD | +9.0% | -6.8% | +15.8% | +6.8% |
| 1Y | +3.4% | -9.9% | +13.3% | +0.8% |
| All | +3.4% | -10.1% | +13.4% | +0.8% |
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