+44.1%
IR vs TYL
-21.3%
+65.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +3.7% | +6.7% | -3.0% | +1.7% |
| 30D | +7.4% | +26.5% | -19.1% | +0.1% |
| 3M | -5.9% | +37.3% | -43.2% | -15.0% |
| 6M | +5.6% | +31.2% | -25.6% | -4.1% |
| YTD | +4.8% | -7.4% | +12.2% | +6.5% |
| 1Y | +6.9% | -9.6% | +16.5% | +9.7% |
| 3Y | +27.6% | +1.9% | +25.7% | +20.9% |
| All | +44.1% | -21.3% | +65.5% | +52.6% |
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