+11.1%
IR vs TYL
-9.5%
+20.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +1.5% | +4.3% | -2.8% | +1.6% |
| 30D | +9.0% | +28.0% | -18.9% | +9.5% |
| 3M | -0.9% | +32.3% | -33.2% | -0.4% |
| 6M | +13.4% | +29.9% | -16.5% | +13.9% |
| YTD | +8.5% | -7.1% | +15.6% | +11.9% |
| All | +11.1% | -9.5% | +20.6% | +17.2% |
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