+48.4%
IR vs TYL
-25.2%
+73.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.5% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -15.1% | +18.7% | -33.9% | -19.7% |
| 3M | +6.1% | +18.1% | -12.1% | -0.1% |
| 6M | -16.8% | -1.1% | -15.7% | -17.5% |
| YTD | -3.5% | -19.8% | +16.3% | +2.6% |
| 1Y | -3.5% | -34.3% | +30.8% | +11.4% |
| 3Y | +9.5% | -8.2% | +17.7% | +6.6% |
| All | +48.4% | -25.2% | +73.6% | +54.6% |
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