-2.6%
HD vs TYL
-8.8%
+6.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +18.0% | +21.1% | -3.1% | +15.8% |
| 3M | +2.8% | +28.9% | -26.1% | +0.5% |
| 6M | +17.0% | +42.0% | -25.1% | +13.4% |
| YTD | +3.5% | -6.6% | +10.1% | +7.4% |
| 1Y | -2.6% | -9.1% | +6.5% | +2.7% |
| All | -2.6% | -8.8% | +6.2% | +2.7% |
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