+43.8%
IR vs TYL
-20.5%
+64.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.2% |
| 7D | +2.3% | +15.1% | -12.8% | -1.8% |
| 30D | +3.3% | +30.1% | -26.7% | -4.5% |
| 3M | -9.0% | +40.4% | -49.4% | -18.3% |
| 6M | +8.0% | +31.3% | -23.3% | -1.8% |
| YTD | +3.4% | -5.2% | +8.6% | +4.4% |
| 1Y | +4.5% | -6.6% | +11.1% | +6.2% |
| 3Y | +25.6% | +3.4% | +22.2% | +18.8% |
| 5Y | +43.8% | -19.3% | +63.1% | +50.2% |
| All | +43.8% | -20.5% | +64.3% | +50.2% |
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 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