+519.6%
F vs TYL
+14,656.9%
-14,137.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +2.4% |
| 7D | +6.0% | +17.3% | -11.2% | +4.3% |
| 30D | +4.3% | +28.9% | -24.6% | +1.5% |
| 3M | -10.1% | +35.1% | -45.1% | -13.0% |
| 6M | +12.8% | +29.3% | -16.5% | +9.2% |
| YTD | -0.1% | -6.8% | +6.7% | -0.3% |
| 1Y | +3.7% | -9.9% | +13.6% | +3.8% |
| 3Y | +42.7% | +1.7% | +41.0% | +40.1% |
| 5Y | -11.0% | -21.6% | +10.5% | -10.7% |
| 10Y | +87.0% | +173.5% | -86.5% | +65.9% |
| All | +519.6% | +14,656.9% | -14,137.3% | +275.4% |
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