+2,502.2%
EXC vs TYL
+14,906.9%
-12,404.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +1.4% | +15.1% | -13.7% | +0.5% |
| 30D | +11.6% | +30.1% | -18.4% | +10.0% |
| 3M | +2.7% | +40.4% | -37.7% | +0.6% |
| 6M | +2.7% | +31.3% | -28.6% | +0.9% |
| YTD | +9.7% | -5.2% | +14.9% | +9.5% |
| 1Y | +4.5% | -6.6% | +11.1% | +4.4% |
| 3Y | +28.5% | +3.4% | +25.1% | +27.2% |
| 5Y | +43.9% | -19.3% | +63.2% | +43.6% |
| 10Y | +183.7% | +178.1% | +5.6% | +166.0% |
| All | +2,502.2% | +14,906.9% | -12,404.7% | +1,871.4% |
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