+2,340.5%
EXC vs TYL
+12,593.6%
-10,253.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +0.5% |
| 30D | -3.7% | +18.7% | -22.5% | -4.7% |
| 3M | -1.3% | +18.1% | -19.4% | -2.3% |
| 6M | -9.7% | -1.1% | -8.6% | -9.8% |
| YTD | +2.9% | -19.8% | +22.7% | +3.7% |
| 1Y | +4.4% | -34.3% | +38.7% | +6.4% |
| 3Y | +22.2% | -8.2% | +30.4% | +21.8% |
| 5Y | +46.7% | -25.4% | +72.1% | +47.1% |
| 10Y | +155.3% | +115.6% | +39.8% | +142.7% |
| All | +2,340.5% | +12,593.6% | -10,253.1% | +1,767.6% |
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