+291.3%
IR vs TYL
+118.2%
+173.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.6% |
| 7D | -2.8% | -3.7% | +0.9% | -1.7% |
| 30D | -15.1% | +18.7% | -33.9% | -20.1% |
| 3M | +6.1% | +18.1% | -12.1% | -0.7% |
| 6M | -16.8% | -1.1% | -15.7% | -17.9% |
| YTD | -3.5% | -19.8% | +16.3% | +1.9% |
| 1Y | -3.5% | -34.3% | +30.8% | +10.1% |
| 3Y | +9.5% | -8.2% | +17.7% | +7.0% |
| 5Y | +45.1% | -25.4% | +70.5% | +50.0% |
| All | +291.3% | +118.2% | +173.1% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling