-4.8%
HL vs TYL
-8.1%
+3.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.2% |
| 7D | +8.2% | +4.3% | +3.9% | +8.6% |
| 30D | -16.3% | +28.0% | -44.2% | -14.1% |
| 3M | -18.6% | +32.3% | -50.9% | -15.9% |
| 6M | -23.2% | +29.9% | -53.1% | -20.0% |
| YTD | -25.5% | -7.1% | -18.4% | -22.4% |
| 1Y | -4.8% | -9.2% | +4.4% | -1.5% |
| All | -4.8% | -8.1% | +3.3% | -1.5% |
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