+4.6%
EXC vs TYL
-8.8%
+13.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +1.4% | +0.8% | +0.5% | +1.4% |
| 30D | +8.6% | +21.1% | -12.6% | +9.0% |
| 3M | +2.4% | +28.9% | -26.5% | +3.2% |
| 6M | +6.5% | +42.0% | -35.6% | +8.0% |
| YTD | +9.0% | -6.6% | +15.6% | +6.9% |
| 1Y | +4.6% | -9.1% | +13.7% | +2.2% |
| All | +4.6% | -8.8% | +13.4% | +2.2% |
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