-4.6%
HD vs TYL
-10.1%
+5.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +6.0% |
| 7D | +11.9% | +17.3% | -5.3% | +10.1% |
| 30D | +26.4% | +28.9% | -2.5% | +23.5% |
| 3M | +2.8% | +35.1% | -32.2% | +0.1% |
| 6M | +15.5% | +29.3% | -13.9% | +12.1% |
| YTD | +5.5% | -6.8% | +12.3% | +9.7% |
| 1Y | -4.6% | -9.9% | +5.3% | +1.3% |
| All | -4.6% | -10.1% | +5.5% | +1.3% |
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