+7.8%
HD vs TYL
-20.5%
+28.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | +6.4% | +15.1% | -8.7% | +2.2% |
| 30D | +22.1% | +30.1% | -8.0% | +13.4% |
| 3M | -0.2% | +40.4% | -40.6% | -9.6% |
| 6M | +12.6% | +31.3% | -18.7% | +3.2% |
| YTD | +3.9% | -5.2% | +9.1% | +4.8% |
| 1Y | -3.7% | -6.6% | +2.9% | -2.4% |
| 3Y | +27.9% | +3.4% | +24.5% | +21.9% |
| 5Y | +7.8% | -19.3% | +27.1% | +5.4% |
| All | +7.8% | -20.5% | +28.3% | +5.4% |
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