+53.9%
F vs TYL
-25.2%
+79.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.5% |
| 7D | +5.3% | -3.7% | +9.0% | +6.3% |
| 30D | +4.6% | +18.7% | -14.2% | -0.4% |
| 3M | -3.7% | +18.1% | -21.8% | -8.6% |
| 6M | +16.8% | -1.1% | +17.9% | +16.3% |
| YTD | +15.3% | -19.8% | +35.1% | +22.6% |
| 1Y | +31.0% | -34.3% | +65.3% | +50.2% |
| 3Y | +45.4% | -8.2% | +53.7% | +35.7% |
| All | +53.9% | -25.2% | +79.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling