-54.0%
IT vs TYL
+1.2%
-55.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.8% |
| 7D | -3.7% | -1.6% | -2.1% | -2.6% |
| 30D | -3.1% | +22.1% | -25.2% | -15.1% |
| 3M | +6.3% | +33.4% | -27.0% | -11.7% |
| 6M | +24.8% | +36.8% | -12.0% | +2.8% |
| YTD | -24.4% | -6.7% | -17.7% | -25.8% |
| 1Y | -17.1% | -9.2% | -7.9% | -17.8% |
| All | -54.0% | +1.2% | -55.2% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling