+3.7%
F vs TYL
-10.1%
+13.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +3.0% |
| 7D | +6.0% | +17.3% | -11.2% | +6.4% |
| 30D | +4.3% | +28.9% | -24.6% | +5.0% |
| 3M | -10.1% | +35.1% | -45.1% | -9.0% |
| 6M | +12.8% | +29.3% | -16.5% | +14.7% |
| YTD | -0.1% | -6.8% | +6.7% | +2.7% |
| 1Y | +3.7% | -9.9% | +13.6% | +7.0% |
| All | +3.7% | -10.1% | +13.7% | +7.0% |
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